-1.6%
PEP vs EXPE
+15.9%
-17.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.1% | -0.2% |
| 7D | +1.1% | -17.8% | +18.8% | +4.5% |
| 30D | +13.6% | -3.2% | +16.9% | +13.4% |
| 3M | +5.1% | -19.0% | +24.1% | +8.4% |
| 6M | -1.6% | +17.7% | -19.3% | -2.9% |
| All | -1.6% | +15.9% | -17.5% | -2.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling