+76.6%
PEP vs BUD
-23.5%
+100.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | +0.1% | +0.8% | -0.7% | -0.1% |
| 30D | +0.7% | -4.8% | +5.5% | +1.9% |
| 3M | -0.5% | +1.4% | -1.9% | -1.0% |
| 6M | -11.3% | +9.9% | -21.2% | -13.7% |
| YTD | -0.6% | +26.3% | -26.9% | -6.7% |
| 1Y | +1.7% | +36.1% | -34.5% | -6.5% |
| 3Y | -12.5% | +48.6% | -61.1% | -22.0% |
| 5Y | +3.9% | +45.0% | -41.1% | -8.2% |
| 10Y | +76.6% | -23.1% | +99.7% | +75.7% |
| All | +76.6% | -23.5% | +100.1% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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