+272.4%
PEP vs BIL
+30.3%
+242.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +6.7% | -0.3% | +6.9% | +5.9% |
| 30D | +13.5% | 0.0% | +13.5% | +13.4% |
| 3M | +3.9% | +0.3% | +3.6% | +4.9% |
| 6M | -6.0% | +1.2% | -7.2% | -2.6% |
| YTD | +2.5% | +2.4% | 0.0% | +10.0% |
| 1Y | +3.9% | +3.0% | +0.9% | +13.6% |
| 3Y | -4.7% | +13.1% | -17.8% | +38.4% |
| 5Y | +1.1% | +19.4% | -18.3% | +73.0% |
| 10Y | +83.8% | +25.2% | +58.7% | +264.7% |
| All | +272.4% | +30.3% | +242.1% | +675.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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