+3,280.3%
PEP vs BP
+1,356.5%
+1,923.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.6% |
| 7D | +6.7% | -11.2% | +17.9% | +8.9% |
| 30D | +13.5% | -0.7% | +14.2% | +13.5% |
| 3M | +3.9% | +9.8% | -5.9% | +1.9% |
| 6M | -6.0% | -1.6% | -4.4% | -6.3% |
| YTD | +2.5% | +33.5% | -31.0% | -3.6% |
| 1Y | +3.9% | +31.7% | -27.8% | -2.1% |
| 3Y | -4.7% | +45.1% | -49.8% | -12.9% |
| 5Y | +1.1% | +105.9% | -104.8% | -15.5% |
| 10Y | +83.8% | +134.4% | -50.6% | +42.4% |
| All | +3,280.3% | +1,356.5% | +1,923.7% | +1,583.5% |
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