+89.6%
PEP vs IBB
+130.8%
-41.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.5% |
| 7D | +4.6% | +0.8% | +3.8% | +4.3% |
| 30D | +14.0% | +5.2% | +8.8% | +12.1% |
| 3M | +5.4% | +8.6% | -3.2% | +2.4% |
| 6M | -5.1% | +27.8% | -33.0% | -12.6% |
| YTD | +3.1% | +28.8% | -25.7% | -5.6% |
| 1Y | +4.8% | +36.4% | -31.6% | -5.9% |
| 3Y | -4.1% | +89.3% | -93.5% | -23.7% |
| 5Y | +3.0% | +43.3% | -40.3% | -11.1% |
| 10Y | +89.6% | +130.6% | -41.0% | +36.0% |
| All | +89.6% | +130.8% | -41.2% | +36.0% |
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