-2.6%
PEP vs BBAI
-40.5%
+37.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.8% |
| 7D | -2.4% | -4.3% | +1.8% | -2.5% |
| 30D | -0.8% | -3.6% | +2.8% | -0.9% |
| 3M | -2.2% | -38.8% | +36.6% | -2.9% |
| 6M | -14.4% | -23.8% | +9.4% | -14.7% |
| YTD | -2.2% | -45.9% | +43.7% | -3.0% |
| 1Y | -2.6% | -40.8% | +38.2% | -5.7% |
| All | -2.6% | -40.5% | +37.9% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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