+134,655.9%
AAPL vs PEP
+3,273.7%
+131,382.2%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.2% |
| 3M | +12.0% | +3.1% | +8.9% | +10.7% |
| 6M | +19.8% | -6.3% | +26.1% | +22.0% |
| YTD | +29.3% | +1.9% | +27.5% | +27.9% |
| 1Y | +31.1% | +3.3% | +27.8% | +28.9% |
| 3Y | +94.9% | -4.8% | +99.7% | +94.5% |
| 5Y | +138.1% | +2.0% | +136.0% | +132.6% |
| 10Y | +1,276.0% | +80.3% | +1,195.6% | +1,042.0% |
| All | +134,655.9% | +3,273.7% | +131,382.2% | +36,313.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling