-1.6%
PEP vs BRKR
+100.6%
-102.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.7% |
| 7D | -1.4% | +2.5% | -3.9% | -1.4% |
| 30D | +0.2% | +11.5% | -11.3% | +0.2% |
| 3M | -1.1% | -2.4% | +1.3% | -1.1% |
| 6M | -13.5% | +52.3% | -65.8% | -14.0% |
| YTD | -1.2% | +24.5% | -25.7% | -2.4% |
| 1Y | -1.6% | +97.3% | -98.9% | -6.3% |
| All | -1.6% | +100.6% | -102.1% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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