+80.3%
PEP vs BWA
+101.5%
-21.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.4% | -5.0% | -0.2% |
| 7D | +1.0% | -0.6% | +1.6% | +1.1% |
| 30D | +12.6% | -16.1% | +28.7% | +14.6% |
| 3M | +3.1% | -24.6% | +27.8% | +6.0% |
| 6M | -6.3% | -15.7% | +9.4% | -5.3% |
| YTD | +1.9% | +15.1% | -13.2% | -1.5% |
| 1Y | +3.3% | +15.9% | -12.6% | -0.3% |
| 3Y | -4.8% | +67.1% | -71.9% | -13.6% |
| 5Y | +2.0% | +34.7% | -32.7% | -6.2% |
| 10Y | +80.3% | +99.5% | -19.2% | +50.7% |
| All | +80.3% | +101.5% | -21.1% | +50.7% |
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