-1.6%
PEP vs BR
-29.1%
+27.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.4% |
| 7D | -1.4% | -5.3% | +3.9% | -1.0% |
| 30D | +0.2% | +6.4% | -6.2% | -0.2% |
| 3M | -1.1% | +13.6% | -14.8% | -2.6% |
| 6M | -13.5% | -6.7% | -6.8% | -16.7% |
| YTD | -1.2% | -21.1% | +19.9% | -4.6% |
| 1Y | -1.6% | -29.6% | +28.0% | -5.9% |
| All | -1.6% | -29.1% | +27.5% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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