-10.6%
BA vs PEP
+2.4%
-13.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.8% | -1.6% | +1.7% |
| 7D | +5.9% | +7.4% | -1.5% | +5.2% |
| 30D | -8.2% | +13.3% | -21.5% | -9.1% |
| 3M | -25.4% | +3.5% | -28.8% | -25.6% |
| 6M | -20.0% | -5.9% | -14.1% | -19.9% |
| YTD | -18.5% | +2.3% | -20.7% | -17.5% |
| 1Y | -10.6% | +3.7% | -14.3% | -9.7% |
| All | -10.6% | +2.4% | -13.0% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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