+3,159.9%
PEP vs BAX
+900.4%
+2,259.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.9% |
| 7D | -1.4% | -1.1% | -0.2% | -1.1% |
| 30D | +0.2% | -5.5% | +5.7% | +1.7% |
| 3M | -1.1% | +33.5% | -34.7% | -8.8% |
| 6M | -13.5% | +35.9% | -49.3% | -21.0% |
| YTD | -1.2% | +35.4% | -36.5% | -10.5% |
| 1Y | -1.6% | +9.8% | -11.3% | -6.3% |
| 3Y | -12.5% | -32.7% | +20.2% | -7.6% |
| 5Y | +3.0% | -65.6% | +68.6% | +28.9% |
| 10Y | +73.9% | -34.9% | +108.8% | +80.0% |
| All | +3,159.9% | +900.4% | +2,259.5% | +1,011.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling