+3,159.9%
PEP vs BP
+1,327.5%
+1,832.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -1.4% | +3.9% | -5.3% | -2.1% |
| 30D | +0.2% | +7.6% | -7.4% | -1.2% |
| 3M | -1.1% | +0.7% | -1.8% | -1.5% |
| 6M | -13.5% | +15.5% | -29.0% | -16.2% |
| YTD | -1.2% | +30.8% | -32.0% | -6.6% |
| 1Y | -1.6% | +34.3% | -35.9% | -7.5% |
| 3Y | -12.5% | +35.1% | -47.6% | -19.0% |
| 5Y | +3.0% | +126.8% | -123.8% | -15.5% |
| 10Y | +73.9% | +123.4% | -49.4% | +36.2% |
| All | +3,159.9% | +1,327.5% | +1,832.4% | +1,532.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling