+399.1%
BAC vs PEP
+74.1%
+325.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | +1.1% | -1.4% | +2.5% | +1.7% |
| 30D | -0.4% | +0.2% | -0.6% | -0.6% |
| 3M | +16.9% | -1.1% | +18.0% | +17.1% |
| 6M | +26.6% | -13.5% | +40.1% | +34.7% |
| YTD | +15.8% | -1.2% | +17.0% | +14.9% |
| 1Y | +27.2% | -1.6% | +28.7% | +25.8% |
| 3Y | +132.4% | -12.5% | +144.9% | +139.7% |
| 5Y | +72.6% | +3.0% | +69.5% | +58.0% |
| All | +399.1% | +74.1% | +325.0% | +298.4% |
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