+1,008.9%
BE vs PEP
+56.0%
+952.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.6% | +9.0% | +9.5% |
| 7D | +29.8% | +0.1% | +29.7% | +29.7% |
| 30D | +26.4% | +0.7% | +25.7% | +26.1% |
| 3M | +9.3% | -0.5% | +9.9% | +8.5% |
| 6M | +105.1% | -11.3% | +116.4% | +110.0% |
| YTD | +219.0% | -0.6% | +219.6% | +214.1% |
| 1Y | +418.8% | +1.7% | +417.1% | +401.4% |
| 3Y | +1,784.6% | -12.5% | +1,797.0% | +1,793.3% |
| 5Y | +1,251.0% | +3.9% | +1,247.1% | +1,092.8% |
| All | +1,008.9% | +56.0% | +952.9% | +670.7% |
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 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