+3,137.7%
PEP vs BNY
+8,066.6%
-4,928.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -1.7% | +0.3% | -2.0% | -1.7% |
| 30D | +0.3% | +1.9% | -1.6% | -0.1% |
| 3M | -3.2% | +13.9% | -17.1% | -5.8% |
| 6M | -13.6% | +42.3% | -55.9% | -19.6% |
| YTD | -1.9% | +41.8% | -43.7% | -8.8% |
| 1Y | -0.6% | +57.9% | -58.6% | -9.6% |
| 3Y | -13.6% | +290.7% | -304.3% | -34.7% |
| 5Y | +3.2% | +252.3% | -249.1% | -21.5% |
| 10Y | +79.1% | +412.8% | -333.7% | +22.8% |
| All | +3,137.7% | +8,066.6% | -4,928.9% | +773.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling