+4.7%
PEP vs EXEL
+199.5%
-194.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -1.4% | +8.4% | -9.8% | -1.9% |
| 30D | +0.2% | +4.1% | -3.8% | 0.0% |
| 3M | -1.1% | +12.4% | -13.5% | -1.9% |
| 6M | -13.5% | +41.5% | -55.0% | -15.5% |
| YTD | -1.2% | +34.6% | -35.8% | -3.2% |
| 1Y | -1.6% | +57.9% | -59.4% | -4.8% |
| 3Y | -12.5% | +159.5% | -172.0% | -20.1% |
| All | +4.7% | +199.5% | -194.8% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling