+1,709.5%
BE vs PEP
-2.9%
+1,712.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.2% | -7.2% | -3.2% |
| 7D | +10.8% | +2.9% | +7.9% | +13.4% |
| 30D | -19.8% | +12.5% | -32.3% | -11.5% |
| 3M | -18.7% | +4.5% | -23.3% | -14.6% |
| 6M | -33.7% | -0.5% | -33.3% | -30.8% |
| YTD | +121.0% | +4.4% | +116.5% | +139.1% |
| 1Y | +85.4% | +4.4% | +81.1% | +101.0% |
| 3Y | +1,709.5% | -3.4% | +1,712.9% | +1,672.2% |
| All | +1,709.5% | -2.9% | +1,712.5% | +1,672.2% |
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