+2.9%
PEP vs BKR
+172.8%
-169.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.3% | -0.2% |
| 7D | -1.0% | -7.0% | +6.0% | -0.7% |
| 30D | -0.7% | -8.1% | +7.5% | -0.4% |
| 3M | -4.1% | -6.6% | +2.5% | -3.9% |
| 6M | -13.1% | +0.9% | -13.9% | -13.3% |
| YTD | -2.1% | +31.1% | -33.2% | -3.5% |
| 1Y | -1.7% | +27.7% | -29.4% | -3.0% |
| 3Y | -15.1% | +71.2% | -86.3% | -18.2% |
| All | +2.9% | +172.8% | -169.9% | -5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling