+76.6%
PEP vs EXEL
+380.2%
-303.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.7% |
| 7D | +0.1% | +1.4% | -1.3% | 0.0% |
| 30D | +0.7% | +6.7% | -6.0% | +0.2% |
| 3M | -0.5% | +11.5% | -12.0% | -1.3% |
| 6M | -11.3% | +38.8% | -50.1% | -13.4% |
| YTD | -0.6% | +31.6% | -32.2% | -2.7% |
| 1Y | +1.7% | +53.0% | -51.4% | -1.7% |
| 3Y | -12.5% | +160.8% | -173.3% | -19.4% |
| 5Y | +3.9% | +190.1% | -186.2% | -5.8% |
| 10Y | +76.6% | +367.0% | -290.4% | +61.1% |
| All | +76.6% | +380.2% | -303.6% | +61.1% |
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