+76.6%
PEP vs BP
+126.3%
-49.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.3% |
| 7D | +0.1% | +0.9% | -0.8% | 0.0% |
| 30D | +0.7% | +9.1% | -8.5% | -0.6% |
| 3M | -0.5% | +3.9% | -4.4% | -1.3% |
| 6M | -11.3% | +13.6% | -24.9% | -13.3% |
| YTD | -0.6% | +34.0% | -34.6% | -5.2% |
| 1Y | +1.7% | +39.2% | -37.5% | -3.7% |
| 3Y | -12.5% | +36.4% | -48.9% | -17.7% |
| 5Y | +3.9% | +135.8% | -131.9% | -13.1% |
| 10Y | +76.6% | +125.0% | -48.5% | +43.4% |
| All | +76.6% | +126.3% | -49.7% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded BP 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling