+135.1%
BAC vs PEP
-12.5%
+147.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +1.1% | -1.4% | +2.5% | +1.2% |
| 30D | -0.4% | +0.2% | -0.6% | -0.4% |
| 3M | +16.9% | -1.1% | +18.0% | +16.9% |
| 6M | +26.6% | -13.5% | +40.1% | +28.1% |
| YTD | +15.8% | -1.2% | +17.0% | +15.5% |
| 1Y | +27.2% | -1.6% | +28.7% | +26.8% |
| All | +135.1% | -12.5% | +147.6% | +133.7% |
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