+657.3%
PEP vs BB
+329.7%
+327.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.5% | -5.1% | +0.3% |
| 7D | +1.0% | +15.0% | -13.9% | +0.7% |
| 30D | +12.6% | +3.5% | +9.2% | +12.4% |
| 3M | +3.1% | +2.7% | +0.5% | +2.9% |
| 6M | -6.3% | +44.7% | -51.0% | -7.6% |
| YTD | +1.9% | +143.3% | -141.4% | -1.1% |
| 1Y | +3.3% | +102.2% | -98.9% | +0.7% |
| 3Y | -4.8% | +156.1% | -161.0% | -8.9% |
| 5Y | +2.0% | -17.6% | +19.6% | +0.2% |
| 10Y | +80.3% | +29.0% | +51.4% | +68.8% |
| All | +657.3% | +329.7% | +327.6% | +613.6% |
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