+75.3%
PEP vs BLK
+283.5%
-208.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.9% | -0.7% |
| 7D | -1.0% | -3.3% | +2.4% | 0.0% |
| 30D | -0.7% | -6.5% | +5.9% | +1.2% |
| 3M | -4.1% | +6.7% | -10.9% | -6.2% |
| 6M | -13.1% | +14.7% | -27.8% | -17.0% |
| YTD | -2.1% | +2.5% | -4.7% | -3.9% |
| 1Y | -1.7% | -2.8% | +1.1% | -2.2% |
| 3Y | -15.1% | +65.9% | -81.0% | -30.4% |
| 5Y | +3.1% | +33.0% | -29.9% | -10.6% |
| All | +75.3% | +283.5% | -208.2% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 10y: compounded portfolio wealth divided by compounded BLK 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…
10y analysis · Full analysis span regression · 6 months rolling