+654.4%
PEP vs BB
+307.3%
+347.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.4% | -5.4% | -1.1% |
| 7D | +2.9% | +3.8% | -0.9% | +2.8% |
| 30D | +14.2% | -0.3% | +14.6% | +14.1% |
| 3M | +3.2% | -0.5% | +3.6% | +3.0% |
| 6M | -7.4% | +45.9% | -53.4% | -8.8% |
| YTD | +1.5% | +130.6% | -129.1% | -1.4% |
| 1Y | +3.9% | +89.2% | -85.3% | +1.4% |
| 3Y | -5.5% | +137.5% | -143.0% | -9.3% |
| 5Y | +0.1% | -20.9% | +21.0% | -1.6% |
| 10Y | +82.1% | +25.4% | +56.7% | +70.6% |
| All | +654.4% | +307.3% | +347.1% | +611.9% |
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