+89.6%
PEP vs BUD
-4.3%
+93.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.9% |
| 7D | +4.6% | +6.0% | -1.4% | +3.0% |
| 30D | +14.0% | +11.3% | +2.7% | +10.9% |
| 3M | +5.4% | +3.6% | +1.8% | +4.3% |
| 6M | -5.1% | +7.7% | -12.9% | -7.1% |
| YTD | +3.1% | +36.4% | -33.3% | -5.1% |
| 1Y | +4.8% | +37.8% | -33.1% | -3.9% |
| 3Y | -4.1% | +51.2% | -55.4% | -14.9% |
| 5Y | +3.0% | +53.4% | -50.4% | -10.1% |
| 10Y | +89.6% | -3.2% | +92.8% | +77.4% |
| All | +89.6% | -4.3% | +93.9% | +77.4% |
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