+3,137.7%
PEP vs BKR
+572.8%
+2,564.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -1.2% |
| 7D | -1.7% | -1.5% | -0.2% | -1.5% |
| 30D | +0.3% | -0.7% | +1.0% | +0.4% |
| 3M | -3.2% | +0.5% | -3.8% | -3.4% |
| 6M | -13.6% | +6.6% | -20.2% | -14.6% |
| YTD | -1.9% | +41.3% | -43.1% | -6.2% |
| 1Y | -0.6% | +42.2% | -42.8% | -5.3% |
| 3Y | -13.6% | +83.4% | -97.0% | -21.1% |
| 5Y | +3.2% | +203.6% | -200.4% | -12.9% |
| 10Y | +79.1% | +139.9% | -60.9% | +46.7% |
| All | +3,137.7% | +572.8% | +2,564.9% | +1,843.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling