+1.7%
PEP vs BP
+38.1%
-36.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.6% |
| 7D | +0.1% | +0.9% | -0.8% | +0.1% |
| 30D | +0.7% | +9.1% | -8.5% | +0.5% |
| 3M | -0.5% | +3.9% | -4.4% | -0.6% |
| 6M | -11.3% | +13.6% | -24.9% | -11.7% |
| YTD | -0.6% | +34.0% | -34.6% | -1.5% |
| 1Y | +1.7% | +39.2% | -37.5% | +3.1% |
| All | +1.7% | +38.1% | -36.5% | +3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling