+31.1%
BA vs PEP
+82.4%
-51.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | -0.1% | +6.7% | -6.8% | -3.3% |
| 30D | -9.1% | +13.5% | -22.6% | -14.9% |
| 3M | -28.2% | +3.9% | -32.1% | -29.7% |
| 6M | -23.1% | -6.0% | -17.1% | -21.2% |
| YTD | -20.6% | +2.5% | -23.0% | -22.7% |
| 1Y | -12.7% | +3.9% | -16.7% | -15.9% |
| 3Y | -11.6% | -4.7% | -6.9% | -13.7% |
| 5Y | -23.1% | +1.1% | -24.3% | -29.6% |
| All | +31.1% | +82.4% | -51.3% | -7.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling