+122,851.5%
AAPL vs PEP
+3,172.7%
+119,678.8%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.9% | -2.3% |
| 7D | +0.1% | -1.4% | +1.5% | +0.5% |
| 30D | +3.0% | +0.2% | +2.7% | +2.9% |
| 3M | +2.9% | -1.1% | +4.0% | +3.2% |
| 6M | +22.1% | -13.5% | +35.6% | +27.7% |
| YTD | +18.0% | -1.2% | +19.2% | +18.0% |
| 1Y | +33.9% | -1.6% | +35.5% | +33.6% |
| 3Y | +71.2% | -12.5% | +83.7% | +75.6% |
| 5Y | +112.6% | +3.0% | +109.6% | +107.3% |
| 10Y | +1,198.8% | +73.9% | +1,124.9% | +991.7% |
| All | +122,851.5% | +3,172.7% | +119,678.8% | +33,495.0% |
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