+1.1%
PEP vs B
+58.8%
-57.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.6% | -0.7% |
| 7D | -1.4% | -1.6% | +0.2% | -1.4% |
| 30D | +0.2% | +9.4% | -9.2% | +0.4% |
| 3M | -1.1% | +5.0% | -6.1% | -0.8% |
| 6M | -13.5% | -3.5% | -9.9% | -13.2% |
| YTD | -1.2% | +4.5% | -5.6% | -0.9% |
| All | +1.1% | +58.8% | -57.7% | +1.5% |
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