-14.9%
PEP vs BBY
+38.4%
-53.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.2% |
| 7D | -1.7% | +1.2% | -2.9% | -1.8% |
| 30D | +0.3% | +6.8% | -6.5% | -0.2% |
| 3M | -3.2% | +18.7% | -22.0% | -4.4% |
| 6M | -13.6% | +37.3% | -50.9% | -15.5% |
| YTD | -1.9% | +35.3% | -37.2% | -4.0% |
| 1Y | -0.6% | +20.7% | -21.3% | -2.1% |
| All | -14.9% | +38.4% | -53.3% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 3y: compounded portfolio wealth divided by compounded BBY 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…
3y analysis · Full analysis span regression · 6 months rolling