-0.6%
PEP vs BAX
+1.4%
-2.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.1% |
| 7D | -1.7% | -5.1% | +3.4% | -1.1% |
| 30D | +0.3% | -12.2% | +12.5% | +1.7% |
| 3M | -3.2% | +21.8% | -25.1% | -5.3% |
| 6M | -13.6% | +36.3% | -49.9% | -16.1% |
| YTD | -1.9% | +27.8% | -29.7% | -4.3% |
| 1Y | -0.6% | -0.1% | -0.6% | -1.5% |
| All | -0.6% | +1.4% | -2.0% | -1.5% |
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