+75.0%
PEP vs IBB
+129.6%
-54.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -1.4% | +1.4% | -2.8% | -1.8% |
| 30D | +0.2% | +10.5% | -10.3% | -2.8% |
| 3M | -1.1% | +23.6% | -24.8% | -7.4% |
| 6M | -13.5% | +22.6% | -36.1% | -19.0% |
| YTD | -1.2% | +25.7% | -26.9% | -8.4% |
| 1Y | -1.6% | +51.4% | -52.9% | -14.0% |
| 3Y | -12.5% | +64.4% | -76.9% | -26.4% |
| 5Y | +3.0% | +22.1% | -19.1% | -5.5% |
| All | +75.0% | +129.6% | -54.6% | +31.7% |
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