+3.1%
PEP vs BTDR
+19.6%
-16.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -4.0% | -0.2% |
| 7D | -1.0% | -3.4% | +2.4% | -1.0% |
| 30D | -0.7% | +32.6% | -33.3% | -0.5% |
| 3M | -4.1% | -32.2% | +28.1% | -4.1% |
| 6M | -13.1% | +52.4% | -65.4% | -12.9% |
| YTD | -2.1% | +6.7% | -8.8% | -2.0% |
| 1Y | -1.7% | -15.2% | +13.6% | -1.5% |
| 3Y | -15.1% | +14.9% | -30.0% | -14.9% |
| 5Y | +3.1% | +20.8% | -17.7% | +4.6% |
| All | +3.1% | +19.6% | -16.5% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 10y: compounded portfolio wealth divided by compounded BTDR 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…
10y analysis · Full analysis span regression · 6 months rolling