+3.2%
PEP vs BTDR
-59.5%
+62.7%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.7% | -9.4% | +0.7% |
| 7D | +1.1% | +7.7% | -6.6% | +1.6% |
| 30D | +13.6% | -24.1% | +37.7% | +13.0% |
| 3M | +5.1% | -19.1% | +24.2% | +4.8% |
| 6M | -1.6% | -46.6% | +45.0% | -2.6% |
| YTD | +3.3% | -37.3% | +40.6% | +2.5% |
| 1Y | +3.2% | -53.2% | +56.4% | +2.3% |
| All | +3.2% | -59.5% | +62.7% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling