-2.6%
PEP vs BKR
+42.5%
-45.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | -2.4% | +1.7% | -4.2% | -2.4% |
| 30D | -0.8% | +3.3% | -4.2% | -0.7% |
| 3M | -2.2% | -3.6% | +1.4% | -2.0% |
| 6M | -14.4% | +5.0% | -19.4% | -14.1% |
| YTD | -2.2% | +40.9% | -43.2% | +1.1% |
| 1Y | -2.6% | +39.2% | -41.8% | +1.0% |
| All | -2.6% | +42.5% | -45.1% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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