-13.1%
PEP vs BAX
-31.1%
+18.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.8% |
| 7D | -1.4% | -1.1% | -0.2% | -1.2% |
| 30D | +0.2% | -5.5% | +5.7% | +1.1% |
| 3M | -1.1% | +33.5% | -34.7% | -5.7% |
| 6M | -13.5% | +35.9% | -49.3% | -17.9% |
| YTD | -1.2% | +35.4% | -36.5% | -6.8% |
| 1Y | -1.6% | +9.8% | -11.3% | -4.0% |
| All | -13.1% | -31.1% | +18.1% | -11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling