+4.7%
PEP vs EXPD
+61.6%
-56.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -0.8% |
| 7D | -1.4% | -1.1% | -0.3% | -1.2% |
| 30D | +0.2% | +4.1% | -3.8% | -0.4% |
| 3M | -1.1% | +17.9% | -19.0% | -3.6% |
| 6M | -13.5% | +29.2% | -42.7% | -17.0% |
| YTD | -1.2% | +27.4% | -28.5% | -5.4% |
| 1Y | -1.6% | +56.8% | -58.4% | -9.5% |
| 3Y | -12.5% | +68.0% | -80.6% | -21.7% |
| All | +4.7% | +61.6% | -56.8% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling