+76.6%
PEP vs BEN
+56.5%
+20.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +0.1% | +4.7% | -4.6% | -0.8% |
| 30D | +0.7% | +2.6% | -2.0% | +0.1% |
| 3M | -0.5% | +11.5% | -12.0% | -2.8% |
| 6M | -11.3% | +35.3% | -46.6% | -16.8% |
| YTD | -0.6% | +48.6% | -49.2% | -8.7% |
| 1Y | +1.7% | +46.7% | -45.0% | -6.6% |
| 3Y | -12.5% | +57.0% | -69.5% | -22.2% |
| 5Y | +3.9% | +41.8% | -37.9% | -7.9% |
| 10Y | +76.6% | +55.2% | +21.4% | +36.8% |
| All | +76.6% | +56.5% | +20.1% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 10y: compounded portfolio wealth divided by compounded BEN 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…
10y analysis · Full analysis span regression · 6 months rolling