+76.6%
PEP vs BAH
+182.5%
-106.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.8% |
| 7D | +0.1% | -4.3% | +4.4% | +1.0% |
| 30D | +0.7% | -4.5% | +5.1% | +1.5% |
| 3M | -0.5% | -7.6% | +7.1% | +0.7% |
| 6M | -11.3% | -10.6% | -0.7% | -10.0% |
| YTD | -0.6% | -12.6% | +12.0% | +0.4% |
| 1Y | +1.7% | -27.0% | +28.6% | +6.6% |
| 3Y | -12.5% | -31.5% | +19.0% | -11.0% |
| 5Y | +3.9% | -3.8% | +7.7% | -6.9% |
| 10Y | +76.6% | +183.9% | -107.4% | +26.4% |
| All | +76.6% | +182.5% | -106.0% | +26.4% |
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