+770.0%
PEP vs IBN
+1,756.6%
-986.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.2% |
| 7D | +1.0% | +14.6% | -13.6% | -0.3% |
| 30D | +12.6% | +23.5% | -10.9% | +10.4% |
| 3M | +3.1% | +14.0% | -10.8% | +1.8% |
| 6M | -6.3% | +31.1% | -37.4% | -8.8% |
| YTD | +1.9% | +16.6% | -14.7% | +0.2% |
| 1Y | +3.3% | +14.9% | -11.6% | +1.7% |
| 3Y | -4.8% | +56.9% | -61.7% | -9.5% |
| 5Y | +2.0% | +69.7% | -67.6% | -4.0% |
| 10Y | +80.3% | +365.4% | -285.0% | +51.1% |
| All | +770.0% | +1,756.6% | -986.6% | +536.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling