+14.7%
PEP vs BBAI
-70.8%
+85.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.4% | -0.7% |
| 7D | -1.4% | -4.3% | +2.9% | -1.4% |
| 30D | +0.2% | -3.6% | +3.9% | +0.2% |
| 3M | -1.1% | -38.8% | +37.7% | -1.4% |
| 6M | -13.5% | -23.8% | +10.3% | -13.6% |
| YTD | -1.2% | -45.9% | +44.7% | -1.4% |
| 1Y | -1.6% | -40.8% | +39.2% | -1.7% |
| 3Y | -12.5% | +69.8% | -82.3% | -11.2% |
| 5Y | +3.0% | -70.3% | +73.4% | +2.2% |
| All | +14.7% | -70.8% | +85.5% | +13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling