+507.2%
PEP vs BG
+1,131.5%
-624.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | -1.4% | +2.8% | -4.2% | -1.8% |
| 30D | +0.2% | +12.0% | -11.8% | -1.5% |
| 3M | -1.1% | -7.7% | +6.6% | -0.2% |
| 6M | -13.5% | +4.5% | -18.0% | -14.4% |
| YTD | -1.2% | +35.7% | -36.9% | -6.1% |
| 1Y | -1.6% | +50.1% | -51.6% | -8.0% |
| 3Y | -12.5% | +12.6% | -25.1% | -15.5% |
| 5Y | +3.0% | +75.4% | -72.4% | -8.4% |
| 10Y | +73.9% | +150.5% | -76.6% | +40.7% |
| All | +507.2% | +1,131.5% | -624.3% | +299.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling