+129.2%
ADBE vs PEP
+90.5%
+38.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -4.4% | +1.1% | -5.4% | -4.9% |
| 30D | -0.2% | +13.6% | -13.9% | -7.0% |
| 3M | -9.9% | +5.1% | -15.0% | -12.4% |
| 6M | -3.5% | -1.6% | -1.9% | -2.8% |
| YTD | -32.1% | +3.3% | -35.5% | -34.5% |
| 1Y | -28.7% | +3.2% | -31.9% | -31.3% |
| 3Y | -60.2% | -3.9% | -56.3% | -61.1% |
| 5Y | -63.1% | +4.0% | -67.1% | -66.2% |
| 10Y | +129.2% | +90.1% | +39.0% | +49.3% |
| All | +129.2% | +90.5% | +38.7% | +49.3% |
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 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