+95.5%
PEP vs EXPD
+335.0%
-239.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.7% | +2.3% |
| 7D | +2.9% | +5.5% | -2.6% | +1.5% |
| 30D | +12.5% | -0.8% | +13.3% | +12.6% |
| 3M | +4.5% | +4.1% | +0.4% | +3.2% |
| 6M | -0.5% | +25.7% | -26.2% | -6.7% |
| YTD | +4.4% | +31.4% | -27.0% | -4.2% |
| 1Y | +4.4% | +42.2% | -37.8% | -6.5% |
| 3Y | -3.4% | +77.2% | -80.6% | -20.6% |
| 5Y | +5.2% | +61.0% | -55.8% | -12.2% |
| All | +95.5% | +335.0% | -239.5% | +19.2% |
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