+1,237.1%
AAPL vs PEP
+75.7%
+1,161.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.4% |
| 7D | -3.0% | -1.7% | -1.3% | -2.0% |
| 30D | +2.3% | +0.3% | +2.0% | +2.1% |
| 3M | +8.6% | -3.2% | +11.9% | +10.4% |
| 6M | +21.6% | -13.6% | +35.1% | +31.3% |
| YTD | +16.3% | -1.9% | +18.2% | +16.2% |
| 1Y | +35.1% | -0.6% | +35.7% | +33.0% |
| 3Y | +79.4% | -13.6% | +93.0% | +88.2% |
| 5Y | +109.8% | +3.2% | +106.6% | +93.5% |
| 10Y | +1,237.1% | +79.1% | +1,158.0% | +838.4% |
| All | +1,237.1% | +75.7% | +1,161.3% | +838.4% |
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