+831.3%
PEP vs BLK
+14,736.0%
-13,904.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.1% |
| 7D | +2.9% | +3.7% | -0.8% | +2.2% |
| 30D | +12.5% | +13.9% | -1.4% | +9.8% |
| 3M | +4.5% | +3.9% | +0.6% | +3.6% |
| 6M | -0.5% | +13.0% | -13.5% | -3.1% |
| YTD | +4.4% | +16.1% | -11.7% | +0.8% |
| 1Y | +4.4% | +16.8% | -12.4% | +0.5% |
| 3Y | -3.4% | +97.7% | -101.1% | -16.6% |
| 5Y | +5.2% | +42.1% | -37.0% | -4.6% |
| 10Y | +92.1% | +321.3% | -229.2% | +41.4% |
| All | +831.3% | +14,736.0% | -13,904.7% | +360.4% |
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