+500.8%
PEP vs BRKR
+172.5%
+328.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -1.0% | -8.7% | +7.7% | -0.3% |
| 30D | -0.7% | -9.9% | +9.2% | 0.0% |
| 3M | -4.1% | -3.1% | -1.1% | -4.4% |
| 6M | -13.1% | +45.5% | -58.6% | -16.1% |
| YTD | -2.1% | +13.7% | -15.8% | -4.0% |
| 1Y | -1.7% | +67.4% | -69.1% | -6.5% |
| 3Y | -15.1% | -13.2% | -1.9% | -16.4% |
| 5Y | +3.1% | -39.5% | +42.6% | +3.4% |
| 10Y | +78.6% | +153.5% | -74.9% | +61.5% |
| All | +500.8% | +172.5% | +328.3% | +374.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling