-60.4%
ADBE vs PEP
-4.3%
-56.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.5% |
| 7D | -3.8% | +4.6% | -8.5% | -4.7% |
| 30D | -2.3% | +14.0% | -16.3% | -4.5% |
| 3M | -13.3% | +5.4% | -18.7% | -14.2% |
| 6M | -6.5% | -5.1% | -1.3% | -6.6% |
| YTD | -32.4% | +3.1% | -35.5% | -33.5% |
| 1Y | -28.0% | +4.8% | -32.8% | -29.5% |
| 3Y | -60.4% | -4.1% | -56.2% | -61.3% |
| All | -60.4% | -4.3% | -56.0% | -61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling