+4.4%
PEP vs BG
+8.3%
-4.0%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.6% | +2.1% |
| 7D | +2.9% | +2.6% | +0.3% | +2.7% |
| 30D | +12.5% | -6.7% | +19.2% | +13.1% |
| 3M | +4.5% | -9.3% | +13.8% | +5.3% |
| 6M | -0.5% | -18.3% | +17.9% | +1.2% |
| YTD | +4.4% | +16.2% | -11.8% | -1.1% |
| 1Y | +4.4% | +7.6% | -3.2% | 0.0% |
| All | +4.4% | +8.3% | -4.0% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling