-16.1%
PEP vs SUNB
-5.1%
-11.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.9% | -5.6% | -1.8% |
| 7D | -2.4% | -6.3% | +3.9% | -2.3% |
| 30D | -0.8% | -14.2% | +13.3% | -0.5% |
| 3M | -2.2% | -14.7% | +12.6% | -1.4% |
| 6M | -14.4% | -7.9% | -6.5% | -14.4% |
| All | -16.1% | -5.1% | -11.1% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 1y: compounded portfolio wealth divided by compounded SUNB 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…
1y analysis · Full analysis span regression · 6 months rolling