-4.6%
PEP vs BAH
-22.8%
+18.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.1% |
| 7D | +6.7% | +6.0% | +0.6% | +6.2% |
| 30D | +13.5% | +31.1% | -17.6% | +11.4% |
| 3M | +3.9% | +25.2% | -21.2% | +2.3% |
| 6M | -6.0% | +18.9% | -24.9% | -7.6% |
| YTD | +2.5% | +8.3% | -5.8% | +0.7% |
| 1Y | +3.9% | +6.2% | -2.2% | +2.3% |
| All | -4.6% | -22.8% | +18.2% | -6.2% |
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