+76.6%
PEP vs EXPE
+155.3%
-78.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.9% | +8.5% | +1.3% |
| 7D | +0.1% | -9.8% | +9.9% | +1.0% |
| 30D | +0.7% | -11.5% | +12.2% | +1.7% |
| 3M | -0.5% | +21.7% | -22.2% | -2.4% |
| 6M | -11.3% | +10.4% | -21.7% | -12.4% |
| YTD | -0.6% | -2.5% | +1.9% | -1.1% |
| 1Y | +1.7% | +27.3% | -25.7% | -1.9% |
| 3Y | -12.5% | +153.5% | -166.0% | -22.8% |
| 5Y | +3.9% | +91.1% | -87.2% | -7.9% |
| 10Y | +76.6% | +153.1% | -76.5% | +33.1% |
| All | +76.6% | +155.3% | -78.7% | +33.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling