-2.6%
PEP vs IBB
+51.5%
-54.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.6% |
| 7D | -2.4% | +1.4% | -3.9% | -2.5% |
| 30D | -0.8% | +10.5% | -11.3% | -1.5% |
| 3M | -2.2% | +23.6% | -25.8% | -3.5% |
| 6M | -14.4% | +22.6% | -37.0% | -15.5% |
| YTD | -2.2% | +25.7% | -27.9% | -4.1% |
| 1Y | -2.6% | +51.4% | -54.0% | -9.8% |
| All | -2.6% | +51.5% | -54.1% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 1y: compounded portfolio wealth divided by compounded IBB 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…
1y analysis · Full analysis span regression · 6 months rolling