-4.6%
PEP vs EXEL
+227.0%
-231.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +0.4% |
| 7D | +6.7% | +3.8% | +2.9% | +6.5% |
| 30D | +13.5% | +17.8% | -4.3% | +12.9% |
| 3M | +3.9% | +21.2% | -17.3% | +3.2% |
| 6M | -6.0% | +54.7% | -60.7% | -7.4% |
| YTD | +2.5% | +56.8% | -54.3% | +0.8% |
| 1Y | +3.9% | +70.2% | -66.3% | +1.8% |
| All | -4.6% | +227.0% | -231.6% | -11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling