+3.3%
PEP vs BN
+30.5%
-27.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.6% |
| 7D | +6.7% | +5.7% | +0.9% | +6.0% |
| 30D | +13.5% | +12.0% | +1.5% | +12.1% |
| 3M | +3.9% | -6.1% | +10.0% | +4.6% |
| 6M | -6.0% | -8.6% | +2.6% | -5.2% |
| YTD | +2.5% | -8.5% | +11.0% | +3.0% |
| 1Y | +3.9% | -8.4% | +12.4% | +4.4% |
| 3Y | -4.7% | +92.3% | -96.9% | -15.4% |
| All | +3.3% | +30.5% | -27.2% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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