-13.5%
PEP vs B
-4.5%
-8.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.6% | -0.7% |
| 7D | -1.4% | -1.6% | +0.2% | -1.5% |
| 30D | +0.2% | +9.4% | -9.2% | +0.6% |
| 3M | -1.1% | +5.0% | -6.1% | -0.5% |
| 6M | -13.5% | -3.5% | -9.9% | -12.2% |
| All | -13.5% | -4.5% | -8.9% | -12.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling