-15.1%
PEP vs BNY
+287.0%
-302.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | -1.0% | -1.3% | +0.4% | -0.8% |
| 30D | -0.7% | -0.2% | -0.5% | -0.7% |
| 3M | -4.1% | +14.9% | -19.1% | -5.7% |
| 6M | -13.1% | +40.0% | -53.1% | -16.8% |
| YTD | -2.1% | +42.0% | -44.1% | -6.8% |
| 1Y | -1.7% | +56.9% | -58.5% | -8.2% |
| 3Y | -15.1% | +289.9% | -305.0% | -36.7% |
| All | -15.1% | +287.0% | -302.1% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 3y: compounded portfolio wealth divided by compounded BNY 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…
3y analysis · Full analysis span regression · 6 months rolling