-2.6%
PEP vs BIYA
-98.3%
+95.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.7% |
| 7D | -2.4% | +1.3% | -3.8% | -2.4% |
| 30D | -0.8% | -21.0% | +20.2% | -0.8% |
| 3M | -2.2% | -74.3% | +72.2% | -1.9% |
| 6M | -14.4% | -84.6% | +70.2% | -14.4% |
| YTD | -2.2% | -94.2% | +91.9% | -2.6% |
| 1Y | -2.6% | -98.2% | +95.6% | -7.6% |
| All | -2.6% | -98.3% | +95.7% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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