+21.7%
BAC vs PEP
+2.6%
+19.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | +1.5% | -0.3% | +1.8% | +1.6% |
| 30D | -6.4% | +11.8% | -18.1% | -8.6% |
| 3M | -21.7% | +3.7% | -25.3% | -22.3% |
| 6M | +0.5% | -4.3% | +4.8% | +1.3% |
| YTD | -6.7% | +2.1% | -8.8% | -7.8% |
| 1Y | -4.7% | +2.5% | -7.2% | -5.9% |
| 3Y | +96.1% | -5.0% | +101.1% | +94.7% |
| 5Y | +21.7% | +2.9% | +18.8% | +12.5% |
| All | +21.7% | +2.6% | +19.1% | +12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling