+648.9%
PEP vs EXEL
+273.2%
+375.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -1.4% | +8.4% | -9.8% | -1.8% |
| 30D | +0.2% | +4.1% | -3.8% | 0.0% |
| 3M | -1.1% | +12.4% | -13.5% | -1.7% |
| 6M | -13.5% | +41.5% | -55.0% | -15.0% |
| YTD | -1.2% | +34.6% | -35.8% | -2.7% |
| 1Y | -1.6% | +57.9% | -59.4% | -3.9% |
| 3Y | -12.5% | +159.5% | -172.0% | -17.0% |
| 5Y | +3.0% | +198.5% | -195.4% | -3.3% |
| 10Y | +73.9% | +411.4% | -337.4% | +56.0% |
| All | +648.9% | +273.2% | +375.7% | +474.6% |
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