-14.9%
PEP vs BKR
+69.4%
-84.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.7% | +6.6% | 0.0% |
| 7D | -1.4% | -6.7% | +5.3% | -1.3% |
| 30D | -0.2% | -8.3% | +8.1% | -0.1% |
| 3M | -4.3% | -5.4% | +1.1% | -4.2% |
| 6M | -13.2% | +0.8% | -14.0% | -13.3% |
| YTD | -1.9% | +31.8% | -33.7% | -2.4% |
| 1Y | -0.3% | +28.6% | -28.9% | -0.9% |
| All | -14.9% | +69.4% | -84.3% | -18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling