+3,280.3%
PEP vs BBWI
+1,184.1%
+2,096.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.2% | +6.4% | +1.0% |
| 7D | +6.7% | -3.1% | +9.7% | +7.1% |
| 30D | +13.5% | +23.1% | -9.6% | +10.4% |
| 3M | +3.9% | +7.3% | -3.4% | +2.5% |
| 6M | -6.0% | +22.6% | -28.6% | -9.3% |
| YTD | +2.5% | +13.3% | -10.8% | -0.9% |
| 1Y | +3.9% | -2.6% | +6.5% | +1.8% |
| 3Y | -4.7% | -25.9% | +21.3% | -6.2% |
| 5Y | +1.1% | -66.7% | +67.8% | +7.5% |
| 10Y | +83.8% | -41.6% | +125.4% | +61.6% |
| All | +3,280.3% | +1,184.1% | +2,096.2% | +1,031.2% |
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