+669.1%
PEP vs EXEL
+340.0%
+329.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.2% | -1.0% |
| 7D | +2.9% | +0.3% | +2.7% | +2.9% |
| 30D | +14.2% | +19.0% | -4.8% | +13.3% |
| 3M | +3.2% | +33.3% | -30.1% | +1.8% |
| 6M | -7.4% | +42.9% | -50.3% | -9.0% |
| YTD | +1.5% | +58.7% | -57.2% | -0.8% |
| 1Y | +3.9% | +70.5% | -66.6% | +1.1% |
| 3Y | -5.5% | +233.8% | -239.3% | -11.4% |
| 5Y | +0.1% | +259.3% | -259.2% | -6.8% |
| 10Y | +82.1% | +484.1% | -402.0% | +62.5% |
| All | +669.1% | +340.0% | +329.1% | +485.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling