+80.3%
PEP vs IBB
+139.6%
-59.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -0.4% |
| 7D | +1.0% | +2.7% | -1.7% | +0.2% |
| 30D | +12.6% | +6.3% | +6.3% | +10.4% |
| 3M | +3.1% | +11.1% | -7.9% | -0.5% |
| 6M | -6.3% | +29.2% | -35.5% | -13.9% |
| YTD | +1.9% | +30.2% | -28.4% | -7.0% |
| 1Y | +3.3% | +39.5% | -36.2% | -7.9% |
| 3Y | -4.8% | +92.3% | -97.2% | -24.6% |
| 5Y | +2.0% | +43.0% | -40.9% | -11.7% |
| 10Y | +80.3% | +137.1% | -56.8% | +29.1% |
| All | +80.3% | +139.6% | -59.3% | +29.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling