+386.6%
PEP vs EXPE
+729.3%
-342.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.1% | 0.0% |
| 7D | +1.1% | -17.8% | +18.8% | +2.9% |
| 30D | +13.6% | -3.2% | +16.9% | +13.8% |
| 3M | +5.1% | -19.0% | +24.1% | +7.0% |
| 6M | -1.6% | +17.7% | -19.3% | -3.5% |
| YTD | +3.3% | -7.8% | +11.1% | +3.0% |
| 1Y | +3.2% | -1.4% | +4.6% | +2.1% |
| 3Y | -3.9% | +121.9% | -125.8% | -14.2% |
| 5Y | +4.0% | +44.3% | -40.2% | -4.9% |
| 10Y | +90.1% | +125.4% | -35.3% | +56.4% |
| All | +386.6% | +729.3% | -342.7% | +191.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling