+2.5%
PEP vs EXPE
-1.9%
+4.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.2% |
| 7D | -0.3% | -4.2% | +3.9% | -0.1% |
| 30D | +11.8% | -4.5% | +16.3% | +12.0% |
| 3M | +3.7% | -19.7% | +23.4% | +4.0% |
| 6M | -4.3% | +18.3% | -22.6% | -2.3% |
| YTD | +2.1% | -7.3% | +9.5% | +1.5% |
| 1Y | +2.5% | -3.9% | +6.4% | +1.7% |
| All | +2.5% | -1.9% | +4.5% | +1.7% |
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