+148.0%
ADBE vs PEP
+78.6%
+69.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.3% | -2.3% |
| 7D | -12.9% | -1.4% | -11.6% | -12.2% |
| 30D | -5.6% | -0.2% | -5.4% | -5.5% |
| 3M | +6.6% | -4.3% | +10.9% | +9.4% |
| 6M | -9.6% | -13.2% | +3.6% | -2.6% |
| YTD | -28.9% | -1.9% | -27.0% | -29.3% |
| 1Y | -28.9% | -0.3% | -28.6% | -30.4% |
| 3Y | -55.6% | -13.6% | -42.0% | -53.5% |
| 5Y | -62.2% | +3.4% | -65.6% | -65.6% |
| All | +148.0% | +78.6% | +69.4% | +64.2% |
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