+2.5%
PEP vs BAX
+40.9%
-38.4%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.9% |
| 7D | -0.3% | +0.4% | -0.7% | -0.4% |
| 30D | +11.8% | +3.4% | +8.3% | +11.2% |
| 3M | +3.7% | -4.5% | +8.1% | +4.1% |
| 6M | -4.3% | +44.0% | -48.3% | -8.3% |
| YTD | +2.1% | +34.9% | -32.7% | -1.7% |
| 1Y | +2.5% | +37.9% | -35.4% | -1.4% |
| All | +2.5% | +40.9% | -38.4% | -1.4% |
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