+23.4%
BA vs PEP
+88.5%
-65.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.1% |
| 7D | -0.6% | -0.3% | -0.2% | -0.4% |
| 30D | -8.0% | +11.8% | -19.8% | -13.2% |
| 3M | -25.8% | +3.7% | -29.5% | -27.3% |
| 6M | -27.6% | -4.3% | -23.3% | -26.4% |
| YTD | -21.0% | +2.1% | -23.1% | -23.1% |
| 1Y | -12.3% | +2.5% | -14.8% | -14.9% |
| 3Y | -12.8% | -5.0% | -7.7% | -14.8% |
| 5Y | -22.4% | +2.9% | -25.2% | -30.0% |
| All | +23.4% | +88.5% | -65.2% | -15.1% |
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