+1.7%
PEP vs BB
+102.8%
-101.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.8% |
| 7D | +0.1% | +0.5% | -0.4% | +0.1% |
| 30D | +0.7% | -12.4% | +13.0% | -0.2% |
| 3M | -0.5% | -15.3% | +14.8% | -1.4% |
| 6M | -11.3% | +128.8% | -140.1% | -6.6% |
| YTD | -0.6% | +107.7% | -108.2% | +3.6% |
| 1Y | +1.7% | +103.9% | -102.2% | +6.4% |
| All | +1.7% | +102.8% | -101.2% | +6.4% |
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