+97.9%
BAC vs PEP
-2.9%
+100.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.9% |
| 7D | +3.2% | +2.9% | +0.3% | +3.0% |
| 30D | -0.7% | +12.5% | -13.2% | -1.4% |
| 3M | -20.0% | +4.5% | -24.5% | -20.2% |
| 6M | +3.4% | -0.5% | +3.9% | +3.5% |
| YTD | -5.7% | +4.4% | -10.2% | -6.2% |
| 1Y | -1.4% | +4.4% | -5.8% | -1.9% |
| 3Y | +97.9% | -3.4% | +101.3% | +95.2% |
| All | +97.9% | -2.9% | +100.9% | +95.2% |
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