-1.4%
PEP vs BKR
+29.6%
-31.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.7% | +6.6% | -0.3% |
| 7D | -1.4% | -6.7% | +5.3% | -1.6% |
| 30D | -0.2% | -8.3% | +8.1% | -0.6% |
| 3M | -4.3% | -5.4% | +1.1% | -4.3% |
| 6M | -13.2% | +0.8% | -14.0% | -13.2% |
| YTD | -1.9% | +31.8% | -33.7% | +1.1% |
| All | -1.4% | +29.6% | -31.0% | +1.7% |
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