+743.9%
PEP vs IBN
+1,532.9%
-789.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.6% |
| 7D | -1.4% | +1.4% | -2.8% | -1.5% |
| 30D | +0.2% | -0.3% | +0.6% | +0.2% |
| 3M | -1.1% | +17.1% | -18.2% | -2.6% |
| 6M | -13.5% | +3.4% | -16.9% | -13.9% |
| YTD | -1.2% | +2.5% | -3.7% | -1.6% |
| 1Y | -1.6% | -4.2% | +2.6% | -1.4% |
| 3Y | -12.5% | +32.4% | -44.9% | -15.4% |
| 5Y | +3.0% | +59.2% | -56.2% | -2.5% |
| 10Y | +73.9% | +345.7% | -271.8% | +46.3% |
| All | +743.9% | +1,532.9% | -789.0% | +525.5% |
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