+1,737.4%
PEP vs BWA
+2,428.1%
-690.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.7% | +5.9% | +0.9% |
| 7D | +6.7% | -10.8% | +17.5% | +8.2% |
| 30D | +13.5% | -25.0% | +38.5% | +17.6% |
| 3M | +3.9% | -28.6% | +32.6% | +8.2% |
| 6M | -6.0% | -16.6% | +10.6% | -4.6% |
| YTD | +2.5% | +6.3% | -3.9% | +0.1% |
| 1Y | +3.9% | +7.2% | -3.2% | +1.4% |
| 3Y | -4.7% | +48.2% | -52.8% | -12.1% |
| 5Y | +1.1% | +23.4% | -22.3% | -6.0% |
| 10Y | +83.8% | +84.0% | -0.2% | +55.2% |
| All | +1,737.4% | +2,428.1% | -690.7% | +990.3% |
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