+634.6%
PEP vs BB
+258.8%
+375.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.4% | -5.6% | +4.2% | -1.3% |
| 30D | +0.2% | -11.8% | +12.0% | +0.5% |
| 3M | -1.1% | -25.5% | +24.4% | -0.6% |
| 6M | -13.5% | +121.3% | -134.7% | -15.7% |
| YTD | -1.2% | +103.2% | -104.4% | -3.5% |
| 1Y | -1.6% | +102.6% | -104.2% | -4.0% |
| 3Y | -12.5% | +37.5% | -50.0% | -14.7% |
| 5Y | +3.0% | -30.4% | +33.5% | +1.6% |
| 10Y | +73.9% | 0.0% | +73.9% | +64.1% |
| All | +634.6% | +258.8% | +375.8% | +596.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling