+90.1%
PEP vs BAH
+211.3%
-121.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | +1.1% | -1.6% | +2.7% | +1.4% |
| 30D | +13.6% | +18.0% | -4.4% | +9.8% |
| 3M | +5.1% | +11.4% | -6.3% | +2.6% |
| 6M | -1.6% | +17.7% | -19.3% | -5.6% |
| YTD | +3.3% | +5.4% | -2.0% | +0.3% |
| 1Y | +3.2% | +2.8% | +0.5% | +0.6% |
| 3Y | -3.9% | -26.7% | +22.7% | -2.5% |
| 5Y | +4.0% | +8.1% | -4.0% | -8.2% |
| 10Y | +90.1% | +202.5% | -112.4% | +36.3% |
| All | +90.1% | +211.3% | -121.2% | +36.3% |
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