+76.6%
PEP vs IBN
+312.4%
-235.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.0% |
| 7D | +0.1% | -2.2% | +2.3% | +0.4% |
| 30D | +0.7% | -2.3% | +2.9% | +1.0% |
| 3M | -0.5% | +15.9% | -16.4% | -2.6% |
| 6M | -11.3% | +5.6% | -16.9% | -12.1% |
| YTD | -0.6% | -0.1% | -0.5% | -0.8% |
| 1Y | +1.7% | -6.5% | +8.2% | +2.3% |
| 3Y | -12.5% | +29.3% | -41.8% | -16.6% |
| 5Y | +3.9% | +56.6% | -52.7% | -4.6% |
| 10Y | +76.6% | +314.4% | -237.8% | +45.3% |
| All | +76.6% | +312.4% | -235.8% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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