+3.3%
PEP vs EXEL
+255.6%
-252.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +0.5% |
| 7D | +6.7% | +3.8% | +2.9% | +6.4% |
| 30D | +13.5% | +17.8% | -4.3% | +12.4% |
| 3M | +3.9% | +21.2% | -17.3% | +2.7% |
| 6M | -6.0% | +54.7% | -60.7% | -8.6% |
| YTD | +2.5% | +56.8% | -54.3% | -0.6% |
| 1Y | +3.9% | +70.2% | -66.3% | +0.1% |
| 3Y | -4.7% | +227.2% | -231.8% | -14.7% |
| All | +3.3% | +255.6% | -252.3% | -9.1% |
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 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