+781.3%
PEP vs BLK
+13,445.8%
-12,664.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | -1.4% | -3.6% | +2.2% | -0.7% |
| 30D | +0.2% | -1.0% | +1.2% | +0.4% |
| 3M | -1.1% | +10.4% | -11.5% | -3.1% |
| 6M | -13.5% | +8.2% | -21.6% | -15.1% |
| YTD | -1.2% | +6.0% | -7.2% | -2.9% |
| 1Y | -1.6% | +3.3% | -4.9% | -3.0% |
| 3Y | -12.5% | +70.3% | -82.8% | -22.3% |
| 5Y | +3.0% | +34.5% | -31.5% | -5.6% |
| 10Y | +73.9% | +281.9% | -208.0% | +30.4% |
| All | +781.3% | +13,445.8% | -12,664.5% | +343.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling