+80.3%
PEP vs EXPE
+119.8%
-39.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +1.0% | -13.3% | +14.4% | +2.2% |
| 30D | +12.6% | -5.5% | +18.1% | +13.0% |
| 3M | +3.1% | -16.5% | +19.6% | +4.5% |
| 6M | -6.3% | +13.1% | -19.4% | -7.6% |
| YTD | +1.9% | -8.0% | +9.9% | +1.7% |
| 1Y | +3.3% | +1.1% | +2.2% | +2.0% |
| 3Y | -4.8% | +131.2% | -136.0% | -15.2% |
| 5Y | +2.0% | +39.8% | -37.7% | -5.6% |
| 10Y | +80.3% | +118.5% | -38.1% | +39.8% |
| All | +80.3% | +119.8% | -39.5% | +39.8% |
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