-10.6%
BA vs PEP
+4.5%
-15.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.4% | +0.6% |
| 7D | -1.4% | +1.1% | -2.5% | -1.5% |
| 30D | -7.9% | +13.6% | -21.5% | -8.9% |
| 3M | -25.2% | +5.1% | -30.3% | -25.5% |
| 6M | -26.7% | -1.6% | -25.1% | -26.9% |
| YTD | -19.6% | +3.3% | -23.0% | -18.7% |
| 1Y | -10.6% | +3.2% | -13.8% | -9.9% |
| All | -10.6% | +4.5% | -15.1% | -9.9% |
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