+89.6%
PEP vs BAH
+210.6%
-121.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.1% |
| 7D | +4.6% | +0.5% | +4.2% | +4.5% |
| 30D | +14.0% | +18.2% | -4.2% | +10.1% |
| 3M | +5.4% | +13.1% | -7.7% | +2.5% |
| 6M | -5.1% | +15.2% | -20.3% | -8.5% |
| YTD | +3.1% | +6.0% | -2.9% | -0.1% |
| 1Y | +4.8% | +3.1% | +1.7% | +2.0% |
| 3Y | -4.1% | -26.2% | +22.1% | -2.8% |
| 5Y | +3.0% | +9.3% | -6.4% | -9.4% |
| 10Y | +89.6% | +212.3% | -122.7% | +34.6% |
| All | +89.6% | +210.6% | -121.0% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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