+3,309.4%
PEP vs BN
+15,947.2%
-12,637.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | +1.1% | -2.4% | +3.5% | +1.5% |
| 30D | +13.6% | +13.5% | +0.1% | +11.0% |
| 3M | +5.1% | -5.9% | +11.1% | +6.2% |
| 6M | -1.6% | -8.9% | +7.3% | -0.2% |
| YTD | +3.3% | -7.9% | +11.2% | +4.1% |
| 1Y | +3.2% | -8.3% | +11.5% | +4.0% |
| 3Y | -3.9% | +100.8% | -104.7% | -18.1% |
| 5Y | +4.0% | +38.2% | -34.2% | -6.4% |
| 10Y | +90.1% | +302.3% | -212.2% | +38.1% |
| All | +3,309.4% | +15,947.2% | -12,637.8% | +1,768.8% |
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