+138.1%
AAPL vs PEP
+2.8%
+135.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.3% |
| 7D | +3.7% | +1.0% | +2.6% | +3.3% |
| 30D | +4.2% | +12.6% | -8.5% | -0.5% |
| 3M | +12.0% | +3.1% | +8.9% | +10.5% |
| 6M | +19.8% | -6.3% | +26.1% | +22.4% |
| YTD | +29.3% | +1.9% | +27.5% | +27.2% |
| 1Y | +31.1% | +3.3% | +27.8% | +28.1% |
| 3Y | +94.9% | -4.8% | +99.7% | +92.3% |
| 5Y | +138.1% | +2.0% | +136.0% | +130.3% |
| All | +138.1% | +2.8% | +135.3% | +130.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling