+3,159.9%
PEP vs BBWI
+1,034.6%
+2,125.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.0% |
| 7D | -1.4% | +1.5% | -2.9% | -1.6% |
| 30D | +0.2% | -5.2% | +5.4% | +0.7% |
| 3M | -1.1% | +11.1% | -12.2% | -2.9% |
| 6M | -13.5% | -13.4% | -0.1% | -12.8% |
| YTD | -1.2% | +0.1% | -1.3% | -2.6% |
| 1Y | -1.6% | -36.1% | +34.6% | +2.0% |
| 3Y | -12.5% | -44.1% | +31.6% | -10.6% |
| 5Y | +3.0% | -66.2% | +69.3% | +9.4% |
| 10Y | +73.9% | -54.8% | +128.7% | +59.1% |
| All | +3,159.9% | +1,034.6% | +2,125.3% | +1,011.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling