+80.3%
PEP vs BAX
-35.6%
+116.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -0.2% |
| 7D | +1.0% | +9.0% | -8.0% | -1.2% |
| 30D | +12.6% | +8.5% | +4.2% | +10.1% |
| 3M | +3.1% | -4.1% | +7.2% | +3.9% |
| 6M | -6.3% | +46.9% | -53.2% | -15.7% |
| YTD | +1.9% | +38.4% | -36.5% | -8.2% |
| 1Y | +3.3% | +47.0% | -43.7% | -8.6% |
| 3Y | -4.8% | -14.9% | +10.1% | -5.5% |
| 5Y | +2.0% | -62.5% | +64.6% | +32.6% |
| 10Y | +80.3% | -33.9% | +114.2% | +116.1% |
| All | +80.3% | -35.6% | +116.0% | +116.1% |
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