+4.0%
PEP vs BTDR
-29.7%
+33.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.7% | -9.4% | +0.3% |
| 7D | +1.1% | +7.7% | -6.6% | +1.2% |
| 30D | +13.6% | -24.1% | +37.7% | +13.5% |
| 3M | +5.1% | -19.1% | +24.2% | +5.0% |
| 6M | -1.6% | -46.6% | +45.0% | -1.8% |
| YTD | +3.3% | -37.3% | +40.6% | +3.2% |
| 1Y | +3.2% | -53.2% | +56.4% | +3.0% |
| 3Y | -3.9% | +77.1% | -81.0% | -4.6% |
| 5Y | +4.0% | -29.7% | +33.7% | +5.4% |
| All | +4.0% | -29.7% | +33.7% | +5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling