+3,159.9%
PEP vs BEN
+4,913.3%
-1,753.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.4% |
| 7D | -1.4% | +0.2% | -1.6% | -1.5% |
| 30D | +0.2% | -0.5% | +0.8% | +0.3% |
| 3M | -1.1% | +9.7% | -10.8% | -3.2% |
| 6M | -13.5% | +33.9% | -47.4% | -18.9% |
| YTD | -1.2% | +49.0% | -50.2% | -9.6% |
| 1Y | -1.6% | +42.1% | -43.7% | -9.3% |
| 3Y | -12.5% | +51.9% | -64.4% | -22.0% |
| 5Y | +3.0% | +39.0% | -36.0% | -8.4% |
| 10Y | +73.9% | +57.9% | +16.1% | +43.0% |
| All | +3,159.9% | +4,913.3% | -1,753.4% | +915.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling