+297.1%
PEP vs BR
+1,473.8%
-1,176.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -0.3% | -1.3% | +0.9% | 0.0% |
| 30D | +11.8% | +13.7% | -1.9% | +7.9% |
| 3M | +3.7% | +13.8% | -10.1% | -0.1% |
| 6M | -4.3% | +29.7% | -34.0% | -11.4% |
| YTD | +2.1% | -12.6% | +14.8% | +4.9% |
| 1Y | +2.5% | -12.4% | +15.0% | +5.2% |
| 3Y | -5.0% | +14.1% | -19.1% | -10.6% |
| 5Y | +2.9% | +18.7% | -15.8% | -5.6% |
| 10Y | +87.9% | +276.2% | -188.3% | +23.5% |
| All | +297.1% | +1,473.8% | -1,176.7% | +65.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling