+80.3%
PEP vs BEN
+70.4%
+9.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.3% | -6.0% | -0.8% |
| 7D | +1.0% | +12.2% | -11.2% | -1.3% |
| 30D | +12.6% | +12.1% | +0.5% | +10.0% |
| 3M | +3.1% | +7.3% | -4.2% | +1.5% |
| 6M | -6.3% | +17.9% | -24.2% | -9.7% |
| YTD | +1.9% | +55.4% | -53.6% | -7.6% |
| 1Y | +3.3% | +69.3% | -66.1% | -8.0% |
| 3Y | -4.8% | +82.8% | -87.7% | -18.5% |
| 5Y | +2.0% | +28.8% | -26.7% | -7.0% |
| 10Y | +80.3% | +53.9% | +26.4% | +36.5% |
| All | +80.3% | +70.4% | +9.9% | +36.5% |
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