+1,326.9%
AAPL vs PEP
+90.5%
+1,236.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | +1.8% | +1.1% | +0.7% | +1.1% |
| 30D | +4.3% | +13.6% | -9.3% | -3.0% |
| 3M | +16.6% | +5.1% | +11.5% | +13.1% |
| 6M | +21.6% | -1.6% | +23.2% | +22.1% |
| YTD | +31.2% | +3.3% | +27.8% | +27.0% |
| 1Y | +29.6% | +3.2% | +26.3% | +25.3% |
| 3Y | +93.1% | -3.9% | +97.0% | +89.4% |
| 5Y | +146.2% | +4.0% | +142.2% | +127.0% |
| 10Y | +1,326.9% | +90.1% | +1,236.7% | +888.2% |
| All | +1,326.9% | +90.5% | +1,236.4% | +888.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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