+95.5%
PEP vs EXEL
+320.7%
-225.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.3% |
| 7D | +2.9% | -0.8% | +3.7% | +3.0% |
| 30D | +12.5% | +13.1% | -0.6% | +11.5% |
| 3M | +4.5% | +36.3% | -31.8% | +2.1% |
| 6M | -0.5% | +34.5% | -35.0% | -2.8% |
| YTD | +4.4% | +57.4% | -53.0% | +0.6% |
| 1Y | +4.4% | +62.9% | -58.6% | +0.2% |
| 3Y | -3.4% | +229.5% | -232.9% | -13.5% |
| 5Y | +5.2% | +281.2% | -276.1% | -7.7% |
| All | +95.5% | +320.7% | -225.2% | +72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling