+59.4%
BE vs PEP
+2.4%
+57.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -4.9% |
| 7D | +20.5% | -0.3% | +20.9% | +20.1% |
| 30D | -23.4% | +11.8% | -35.1% | -12.5% |
| 3M | -14.9% | +3.7% | -18.5% | -9.8% |
| 6M | -28.1% | -4.3% | -23.7% | -24.9% |
| YTD | +132.4% | +2.1% | +130.3% | +155.1% |
| 1Y | +59.4% | +2.5% | +56.8% | +76.5% |
| All | +59.4% | +2.4% | +57.0% | +76.5% |
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 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