+75.7%
PEP vs BAX
-37.2%
+112.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | +0.2% |
| 7D | -1.4% | -5.4% | +4.1% | 0.0% |
| 30D | -0.2% | -12.4% | +12.2% | +3.1% |
| 3M | -4.3% | +19.1% | -23.4% | -8.9% |
| 6M | -13.2% | +38.6% | -51.8% | -20.8% |
| YTD | -1.9% | +26.7% | -28.6% | -9.3% |
| 1Y | -0.3% | +1.0% | -1.4% | -2.6% |
| 3Y | -13.6% | -33.9% | +20.3% | -7.6% |
| 5Y | +3.4% | -67.0% | +70.4% | +39.6% |
| All | +75.7% | -37.2% | +112.8% | +109.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling