+3.2%
PEP vs BG
+84.9%
-81.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -1.7% | +0.5% | -2.2% | -1.7% |
| 30D | +0.3% | +10.3% | -10.0% | -0.7% |
| 3M | -3.2% | -1.9% | -1.3% | -3.2% |
| 6M | -13.6% | +5.2% | -18.8% | -14.3% |
| YTD | -1.9% | +41.2% | -43.0% | -5.6% |
| 1Y | -0.6% | +50.5% | -51.1% | -5.2% |
| 3Y | -13.6% | +19.9% | -33.5% | -16.5% |
| 5Y | +3.2% | +86.7% | -83.5% | -5.3% |
| All | +3.2% | +84.9% | -81.7% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling