+35.1%
AAPL vs PEP
+0.7%
+34.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.1% |
| 7D | -3.0% | -1.7% | -1.3% | -2.7% |
| 30D | +2.3% | +0.3% | +2.0% | +2.3% |
| 3M | +8.6% | -3.2% | +11.9% | +8.9% |
| 6M | +21.6% | -13.6% | +35.1% | +22.2% |
| YTD | +16.3% | -1.9% | +18.2% | +18.2% |
| 1Y | +35.1% | -0.6% | +35.7% | +39.6% |
| All | +35.1% | +0.7% | +34.3% | +39.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling