+3,344.9%
PEP vs BDX
+6,371.9%
-3,027.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.2% | +1.9% |
| 7D | +2.9% | +2.9% | 0.0% | +2.1% |
| 30D | +12.5% | +15.4% | -2.9% | +8.1% |
| 3M | +4.5% | +20.5% | -16.0% | -0.8% |
| 6M | -0.5% | +53.2% | -53.7% | -11.7% |
| YTD | +4.4% | +45.7% | -41.3% | -6.3% |
| 1Y | +4.4% | +47.3% | -42.9% | -6.6% |
| 3Y | -3.4% | +25.1% | -28.4% | -10.8% |
| 5Y | +5.2% | +27.4% | -22.3% | -4.1% |
| 10Y | +92.1% | +95.4% | -3.2% | +53.7% |
| All | +3,344.9% | +6,371.9% | -3,027.0% | +791.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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