-3.4%
PEP vs BBY
+89.3%
-92.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.2% |
| 7D | +2.9% | +4.5% | -1.6% | +2.5% |
| 30D | +12.5% | +16.8% | -4.3% | +11.1% |
| 3M | +4.5% | +23.2% | -18.7% | +2.8% |
| 6M | -0.5% | +91.9% | -92.4% | -4.8% |
| YTD | +4.4% | +61.6% | -57.2% | +0.9% |
| 1Y | +4.4% | +43.9% | -39.5% | +1.5% |
| 3Y | -3.4% | +88.6% | -92.0% | -6.6% |
| All | -3.4% | +89.3% | -92.7% | -6.6% |
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