+3,159.9%
PEP vs EXPD
+30,859.1%
-27,699.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -0.8% |
| 7D | -1.4% | -1.1% | -0.3% | -1.3% |
| 30D | +0.2% | +4.1% | -3.8% | -0.3% |
| 3M | -1.1% | +17.9% | -19.0% | -3.3% |
| 6M | -13.5% | +29.2% | -42.7% | -16.6% |
| YTD | -1.2% | +27.4% | -28.5% | -4.8% |
| 1Y | -1.6% | +56.8% | -58.4% | -7.9% |
| 3Y | -12.5% | +68.0% | -80.6% | -19.4% |
| 5Y | +3.0% | +61.9% | -58.8% | -5.3% |
| 10Y | +73.9% | +316.0% | -242.1% | +41.7% |
| All | +3,159.9% | +30,859.1% | -27,699.1% | +1,881.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling