+3.3%
PEP vs BAX
-63.9%
+67.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.7% |
| 7D | +6.7% | +9.1% | -2.5% | +5.1% |
| 30D | +13.5% | +5.3% | +8.2% | +12.4% |
| 3M | +3.9% | -6.1% | +10.0% | +4.8% |
| 6M | -6.0% | +53.3% | -59.3% | -12.9% |
| YTD | +2.5% | +34.4% | -31.9% | -3.8% |
| 1Y | +3.9% | +43.2% | -39.2% | -3.6% |
| 3Y | -4.7% | -20.1% | +15.5% | -3.7% |
| All | +3.3% | -63.9% | +67.2% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling