+570.1%
BE vs PEP
+60.8%
+509.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | +0.2% | -16.6% | -16.4% |
| 7D | -24.6% | +6.7% | -31.3% | -25.6% |
| 30D | -43.4% | +13.5% | -56.9% | -44.9% |
| 3M | -28.5% | +3.9% | -32.4% | -29.2% |
| 6M | -43.3% | -6.0% | -37.3% | -42.7% |
| YTD | +92.8% | +2.5% | +90.3% | +88.5% |
| 1Y | +18.5% | +3.9% | +14.5% | +14.7% |
| 3Y | +1,451.1% | -4.7% | +1,455.8% | +1,390.9% |
| 5Y | +423.5% | +1.1% | +422.4% | +377.8% |
| All | +570.1% | +60.8% | +509.3% | +362.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling