+3.9%
PEP vs BUD
+36.0%
-32.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.4% |
| 7D | +2.9% | +4.5% | -1.5% | +1.3% |
| 30D | +14.2% | +12.5% | +1.7% | +9.7% |
| 3M | +3.2% | 0.0% | +3.2% | +2.8% |
| 6M | -7.4% | +3.8% | -11.2% | -9.1% |
| YTD | +1.5% | +33.1% | -31.6% | -8.5% |
| 1Y | +3.9% | +35.5% | -31.6% | -7.5% |
| All | +3.9% | +36.0% | -32.1% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling