-2.6%
PEP vs EXPE
+40.7%
-43.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.7% |
| 7D | -2.4% | -9.5% | +7.1% | -2.3% |
| 30D | -0.8% | -6.6% | +5.8% | -0.7% |
| 3M | -2.2% | +31.4% | -33.5% | -1.3% |
| 6M | -14.4% | +35.2% | -49.6% | -13.2% |
| YTD | -2.2% | +5.8% | -8.0% | -2.1% |
| 1Y | -2.6% | +38.7% | -41.3% | -4.0% |
| All | -2.6% | +40.7% | -43.3% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling