+1,719.8%
PEP vs BWA
+2,496.1%
-776.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -1.3% |
| 7D | +2.9% | -5.5% | +8.4% | +3.6% |
| 30D | +14.2% | -21.7% | +36.0% | +17.7% |
| 3M | +3.2% | -25.6% | +28.8% | +6.8% |
| 6M | -7.4% | -17.4% | +10.0% | -5.9% |
| YTD | +1.5% | +9.2% | -7.7% | -1.2% |
| 1Y | +3.9% | +9.7% | -5.9% | +1.0% |
| 3Y | -5.5% | +54.6% | -60.1% | -13.4% |
| 5Y | +0.1% | +26.8% | -26.6% | -7.2% |
| 10Y | +82.1% | +89.0% | -6.9% | +53.2% |
| All | +1,719.8% | +2,496.1% | -776.4% | +976.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling