+3.2%
PEP vs B
+13.3%
-10.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.2% |
| 7D | +1.1% | -2.7% | +3.7% | +1.0% |
| 30D | +13.6% | -4.3% | +18.0% | +13.4% |
| 3M | +5.1% | -2.3% | +7.4% | +5.0% |
| 6M | -1.6% | -16.2% | +14.6% | -1.4% |
| YTD | +3.3% | -8.8% | +12.2% | +2.9% |
| 1Y | +3.2% | +11.4% | -8.1% | +1.8% |
| All | +3.2% | +13.3% | -10.1% | +1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling