+3.7%
PEP vs BAX
+46.0%
-42.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.0% | -0.2% | +3.3% |
| 7D | +7.4% | +4.1% | +3.3% | +6.8% |
| 30D | +13.3% | +9.4% | +3.9% | +12.0% |
| 3M | +3.5% | -6.5% | +10.0% | +4.2% |
| 6M | -5.9% | +59.6% | -65.5% | -10.6% |
| YTD | +2.3% | +38.9% | -36.6% | -2.1% |
| 1Y | +3.7% | +48.0% | -44.3% | -1.2% |
| All | +3.7% | +46.0% | -42.3% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling