+23.3%
BA vs PEP
+92.7%
-69.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.3% | -1.2% |
| 7D | -1.1% | +2.9% | -4.0% | -2.5% |
| 30D | -7.1% | +12.5% | -19.6% | -12.6% |
| 3M | -25.5% | +4.5% | -30.1% | -27.4% |
| 6M | -28.7% | -0.5% | -28.2% | -29.0% |
| YTD | -21.0% | +4.4% | -25.4% | -24.0% |
| 1Y | -11.9% | +4.4% | -16.2% | -15.2% |
| 3Y | -16.2% | -3.4% | -12.8% | -18.7% |
| 5Y | -22.4% | +5.2% | -27.5% | -30.8% |
| All | +23.3% | +92.7% | -69.4% | -16.1% |
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