+80.3%
PEP vs BBWI
-41.3%
+121.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.2% |
| 7D | +1.0% | -6.2% | +7.2% | +1.5% |
| 30D | +12.6% | +25.5% | -12.9% | +10.6% |
| 3M | +3.1% | +8.0% | -4.8% | +2.3% |
| 6M | -6.3% | +12.7% | -19.0% | -7.6% |
| YTD | +1.9% | +11.6% | -9.8% | 0.0% |
| 1Y | +3.3% | -0.9% | +4.2% | +1.9% |
| 3Y | -4.8% | -22.7% | +17.8% | -6.1% |
| 5Y | +2.0% | -67.2% | +69.2% | +6.4% |
| 10Y | +80.3% | -43.7% | +124.0% | +54.7% |
| All | +80.3% | -41.3% | +121.6% | +54.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling