-2.6%
PEP vs BB
+105.3%
-107.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -2.4% | -5.6% | +3.2% | -2.9% |
| 30D | -0.8% | -11.8% | +11.0% | -1.6% |
| 3M | -2.2% | -25.5% | +23.4% | -3.7% |
| 6M | -14.4% | +121.3% | -135.7% | -10.3% |
| YTD | -2.2% | +103.2% | -105.4% | +1.5% |
| 1Y | -2.6% | +102.6% | -105.2% | +1.4% |
| All | -2.6% | +105.3% | -107.9% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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