-3.4%
PEP vs BAH
-26.8%
+23.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | +2.9% | +1.7% | +1.2% | +2.8% |
| 30D | +12.5% | +20.8% | -8.3% | +11.0% |
| 3M | +4.5% | +11.6% | -7.0% | +3.6% |
| 6M | -0.5% | +23.1% | -23.6% | -2.3% |
| YTD | +4.4% | +5.3% | -0.8% | +2.8% |
| 1Y | +4.4% | +6.1% | -1.8% | +2.7% |
| 3Y | -3.4% | -27.5% | +24.1% | -4.1% |
| All | -3.4% | -26.8% | +23.4% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling