+75.7%
PEP vs BG
+171.4%
-95.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | -1.4% | +3.7% | -5.1% | -2.0% |
| 30D | -0.2% | +12.3% | -12.6% | -2.1% |
| 3M | -4.3% | -2.2% | -2.1% | -4.2% |
| 6M | -13.2% | +5.3% | -18.5% | -14.4% |
| YTD | -1.9% | +42.4% | -44.3% | -8.1% |
| 1Y | -0.3% | +55.2% | -55.5% | -8.3% |
| 3Y | -13.6% | +21.0% | -34.6% | -17.9% |
| 5Y | +3.4% | +87.1% | -83.8% | -11.9% |
| All | +75.7% | +171.4% | -95.7% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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