+382.4%
PEP vs EXPE
+769.8%
-387.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -13.7% | +13.9% | +1.6% |
| 7D | +6.7% | -3.6% | +10.3% | +6.9% |
| 30D | +13.5% | +4.8% | +8.8% | +12.8% |
| 3M | +3.9% | -14.6% | +18.6% | +5.2% |
| 6M | -6.0% | +10.0% | -16.0% | -7.3% |
| YTD | +2.5% | -3.3% | +5.7% | +1.6% |
| 1Y | +3.9% | +28.4% | -24.4% | -0.1% |
| 3Y | -4.7% | +145.1% | -149.8% | -15.7% |
| 5Y | +1.1% | +51.6% | -50.5% | -8.1% |
| 10Y | +83.8% | +128.8% | -45.0% | +51.0% |
| All | +382.4% | +769.8% | -387.4% | +188.1% |
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 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