-3.4%
PEP vs BUD
+49.6%
-53.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.9% |
| 7D | +2.9% | +1.0% | +1.9% | +2.6% |
| 30D | +12.5% | +6.7% | +5.8% | +10.3% |
| 3M | +4.5% | +5.7% | -1.2% | +2.6% |
| 6M | -0.5% | +5.8% | -6.3% | -2.5% |
| YTD | +4.4% | +34.4% | -30.0% | -4.7% |
| 1Y | +4.4% | +33.3% | -28.9% | -4.7% |
| 3Y | -3.4% | +48.8% | -52.2% | -15.4% |
| All | -3.4% | +49.6% | -53.0% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling