-5.3%
BAC vs PEP
+3.3%
-8.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.7% |
| 7D | -1.2% | +2.9% | -4.1% | -1.2% |
| 30D | -7.7% | +14.2% | -21.9% | -7.7% |
| 3M | -21.2% | +3.2% | -24.3% | -21.0% |
| 6M | -6.8% | -7.4% | +0.6% | -6.9% |
| YTD | -8.7% | +1.5% | -10.2% | -8.1% |
| 1Y | -5.3% | +3.9% | -9.2% | -3.9% |
| All | -5.3% | +3.3% | -8.6% | -3.9% |
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