+3,159.9%
PEP vs BBY
+75,590.7%
-72,430.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.8% | -0.9% |
| 7D | -1.4% | +9.5% | -10.9% | -2.1% |
| 30D | +0.2% | +6.8% | -6.6% | -0.3% |
| 3M | -1.1% | +28.9% | -30.0% | -3.2% |
| 6M | -13.5% | +37.8% | -51.3% | -15.9% |
| YTD | -1.2% | +38.7% | -39.9% | -4.1% |
| 1Y | -1.6% | +23.7% | -25.2% | -3.7% |
| 3Y | -12.5% | +39.1% | -51.6% | -16.1% |
| 5Y | +3.0% | -0.4% | +3.4% | +0.4% |
| 10Y | +73.9% | +234.0% | -160.1% | +52.6% |
| All | +3,159.9% | +75,590.7% | -72,430.8% | +1,596.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling