+2.9%
PEP vs BNY
+256.6%
-253.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.1% |
| 6M | -13.1% | +40.0% | -53.1% | -17.4% |
| YTD | -2.1% | +42.0% | -44.1% | -7.4% |
| 1Y | -1.7% | +56.9% | -58.5% | -8.6% |
| 3Y | -15.1% | +289.9% | -305.0% | -32.8% |
| All | +2.9% | +256.6% | -253.7% | -19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling