+3,280.3%
PEP vs BN
+15,832.7%
-12,552.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.8% |
| 7D | +6.7% | +5.7% | +0.9% | +5.6% |
| 30D | +13.5% | +12.0% | +1.5% | +11.2% |
| 3M | +3.9% | -6.1% | +10.0% | +5.0% |
| 6M | -6.0% | -8.6% | +2.6% | -4.7% |
| YTD | +2.5% | -8.5% | +11.0% | +3.4% |
| 1Y | +3.9% | -8.4% | +12.4% | +4.7% |
| 3Y | -4.7% | +92.3% | -96.9% | -18.0% |
| 5Y | +1.1% | +31.3% | -30.2% | -8.1% |
| 10Y | +83.8% | +280.5% | -196.6% | +34.8% |
| All | +3,280.3% | +15,832.7% | -12,552.5% | +1,755.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling