+3.3%
PEP vs BEN
+42.7%
-39.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.1% |
| 7D | -1.4% | +0.2% | -1.6% | -1.4% |
| 30D | +0.2% | -0.5% | +0.8% | +0.3% |
| 3M | -1.1% | +9.7% | -10.8% | -2.3% |
| 6M | -13.5% | +33.9% | -47.4% | -16.8% |
| YTD | -1.2% | +49.0% | -50.2% | -6.4% |
| 1Y | -1.6% | +42.1% | -43.7% | -6.3% |
| 3Y | -12.5% | +51.9% | -64.4% | -18.5% |
| All | +3.3% | +42.7% | -39.4% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling