+310.9%
PEP vs BUD
+201.1%
+109.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | -1.4% | +0.3% | -1.7% | -1.5% |
| 30D | +0.2% | -5.7% | +5.9% | +1.8% |
| 3M | -1.1% | +3.1% | -4.2% | -2.0% |
| 6M | -13.5% | +7.9% | -21.4% | -15.5% |
| YTD | -1.2% | +27.3% | -28.5% | -7.6% |
| 1Y | -1.6% | +37.8% | -39.4% | -9.9% |
| 3Y | -12.5% | +49.8% | -62.4% | -22.5% |
| 5Y | +3.0% | +43.8% | -40.8% | -9.1% |
| 10Y | +73.9% | -22.6% | +96.6% | +73.4% |
| All | +310.9% | +201.1% | +109.8% | +194.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling