-61.2%
ADBE vs PEP
+5.3%
-66.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.7% |
| 7D | -10.1% | +0.1% | -10.2% | -10.1% |
| 30D | -3.0% | +0.7% | -3.7% | -3.2% |
| 3M | +5.0% | -0.5% | +5.5% | +5.3% |
| 6M | -9.3% | -11.3% | +2.0% | -6.0% |
| YTD | -26.5% | -0.6% | -25.9% | -27.3% |
| 1Y | -28.3% | +1.7% | -29.9% | -29.9% |
| 3Y | -54.1% | -12.5% | -41.6% | -52.5% |
| 5Y | -61.2% | +3.9% | -65.1% | -64.9% |
| All | -61.2% | +5.3% | -66.5% | -64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling