+4.7%
PEP vs BWA
+91.4%
-86.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.4% | -0.8% |
| 7D | -1.4% | +5.7% | -7.1% | -1.7% |
| 30D | +0.2% | +1.4% | -1.2% | +0.1% |
| 3M | -1.1% | -12.1% | +11.0% | -0.3% |
| 6M | -13.5% | +28.6% | -42.0% | -15.5% |
| YTD | -1.2% | +51.1% | -52.3% | -5.1% |
| 1Y | -1.6% | +55.9% | -57.4% | -5.8% |
| 3Y | -12.5% | +70.1% | -82.6% | -17.5% |
| All | +4.7% | +91.4% | -86.6% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling