+81.9%
PEP vs EXPD
+313.3%
-231.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +1.3% |
| 7D | +6.7% | -4.8% | +11.5% | +7.9% |
| 30D | +13.5% | -1.5% | +15.1% | +13.8% |
| 3M | +3.9% | +4.1% | -0.2% | +2.6% |
| 6M | -6.0% | +24.0% | -30.0% | -11.5% |
| YTD | +2.5% | +27.4% | -24.9% | -5.1% |
| 1Y | +3.9% | +38.4% | -34.4% | -6.1% |
| 3Y | -4.7% | +73.2% | -77.8% | -21.1% |
| 5Y | +1.1% | +59.9% | -58.8% | -15.5% |
| All | +81.9% | +313.3% | -231.5% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling