-10.6%
BA vs PEP
-3.9%
-6.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | -0.1% | +6.7% | -6.8% | -0.3% |
| 30D | -9.1% | +13.5% | -22.6% | -9.4% |
| 3M | -28.2% | +3.9% | -32.1% | -28.2% |
| 6M | -23.1% | -6.0% | -17.1% | -23.2% |
| YTD | -20.6% | +2.5% | -23.0% | -20.5% |
| 1Y | -12.7% | +3.9% | -16.7% | -12.6% |
| All | -10.6% | -3.9% | -6.7% | -11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling