+3.7%
PEP vs BBWI
+2.4%
+1.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.1% | -0.4% | +3.5% |
| 7D | +7.4% | +8.8% | -1.4% | +6.9% |
| 30D | +13.3% | +34.8% | -21.5% | +11.5% |
| 3M | +3.5% | +12.9% | -9.4% | +2.6% |
| 6M | -5.9% | +29.6% | -35.5% | -7.4% |
| YTD | +2.3% | +20.8% | -18.5% | +0.1% |
| 1Y | +3.7% | +4.1% | -0.4% | +1.7% |
| All | +3.7% | +2.4% | +1.3% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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