-13.1%
PEP vs BG
+3.4%
-16.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.3% |
| 7D | -1.0% | +3.1% | -4.1% | -0.9% |
| 30D | -0.7% | +10.2% | -10.9% | -0.4% |
| 3M | -4.1% | -1.7% | -2.5% | -4.0% |
| 6M | -13.1% | +1.0% | -14.0% | -13.3% |
| All | -13.1% | +3.4% | -16.5% | -13.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling