+4.4%
PEP vs B
+107.0%
-102.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.3% |
| 7D | +2.9% | -7.3% | +10.2% | +3.2% |
| 30D | +12.5% | -3.3% | +15.9% | +12.6% |
| 3M | +4.5% | -7.8% | +12.3% | +4.7% |
| 6M | -0.5% | -15.5% | +15.1% | 0.0% |
| YTD | +4.4% | -12.3% | +16.7% | +4.4% |
| 1Y | +4.4% | +5.4% | -1.0% | +3.2% |
| 3Y | -3.4% | +165.5% | -168.9% | -12.1% |
| All | +4.4% | +107.0% | -102.6% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling