+95.5%
PEP vs BWA
+94.2%
+1.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | +2.9% | +4.3% | -1.4% | +2.4% |
| 30D | +12.5% | -13.0% | +25.5% | +14.1% |
| 3M | +4.5% | -24.8% | +29.4% | +7.5% |
| 6M | -0.5% | -23.5% | +23.0% | +1.8% |
| YTD | +4.4% | +13.8% | -9.4% | +1.0% |
| 1Y | +4.4% | +13.4% | -9.1% | +0.9% |
| 3Y | -3.4% | +62.8% | -66.2% | -12.1% |
| 5Y | +5.2% | +28.5% | -23.3% | -2.7% |
| All | +95.5% | +94.2% | +1.3% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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