+676.5%
PEP vs EXEL
+334.5%
+342.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +0.5% |
| 7D | +6.7% | +3.8% | +2.9% | +6.5% |
| 30D | +13.5% | +17.8% | -4.3% | +12.7% |
| 3M | +3.9% | +21.2% | -17.3% | +3.0% |
| 6M | -6.0% | +54.7% | -60.7% | -8.0% |
| YTD | +2.5% | +56.8% | -54.3% | +0.2% |
| 1Y | +3.9% | +70.2% | -66.3% | +1.2% |
| 3Y | -4.7% | +227.2% | -231.8% | -10.5% |
| 5Y | +1.1% | +254.9% | -253.8% | -5.8% |
| 10Y | +83.8% | +476.9% | -393.1% | +64.2% |
| All | +676.5% | +334.5% | +342.0% | +491.5% |
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