+1.7%
PEP vs BBWI
-33.4%
+35.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +0.7% |
| 7D | +0.1% | +1.6% | -1.5% | 0.0% |
| 30D | +0.7% | -6.2% | +6.9% | +0.9% |
| 3M | -0.5% | +4.3% | -4.9% | -0.9% |
| 6M | -11.3% | -7.2% | -4.1% | -11.5% |
| YTD | -0.6% | -3.0% | +2.4% | -1.3% |
| 1Y | +1.7% | -30.8% | +32.4% | +0.4% |
| All | +1.7% | -33.4% | +35.0% | +0.4% |
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