+1,560.3%
BE vs PEP
-3.9%
+1,564.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | +0.2% | -16.6% | -16.2% |
| 7D | -24.6% | +6.7% | -31.3% | -20.3% |
| 30D | -43.4% | +13.5% | -56.9% | -36.9% |
| 3M | -28.5% | +3.9% | -32.4% | -25.3% |
| 6M | -43.3% | -6.0% | -37.3% | -42.7% |
| YTD | +92.8% | +2.5% | +90.3% | +105.5% |
| 1Y | +18.5% | +3.9% | +14.5% | +27.8% |
| All | +1,560.3% | -3.9% | +1,564.1% | +1,544.9% |
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