+80.3%
PEP vs B
+183.2%
-102.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.2% | -3.8% | +0.1% |
| 7D | +1.0% | +11.3% | -10.3% | +0.2% |
| 30D | +12.6% | +2.9% | +9.7% | +12.3% |
| 3M | +3.1% | -2.9% | +6.0% | +3.2% |
| 6M | -6.3% | -1.2% | -5.1% | -6.6% |
| YTD | +1.9% | -1.3% | +3.2% | +1.1% |
| 1Y | +3.3% | +30.4% | -27.1% | -0.1% |
| 3Y | -4.8% | +195.3% | -200.1% | -16.2% |
| 5Y | +2.0% | +146.2% | -144.2% | -9.4% |
| 10Y | +80.3% | +200.5% | -120.1% | +59.3% |
| All | +80.3% | +183.2% | -102.9% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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