+66.0%
AMAT vs PEP
+2.4%
+63.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -4.8% |
| 7D | +19.3% | -0.3% | +19.6% | +18.9% |
| 30D | -17.9% | +11.8% | -29.7% | -7.4% |
| 3M | -30.4% | +3.7% | -34.1% | -26.7% |
| 6M | -11.4% | -4.3% | -7.1% | -7.6% |
| YTD | +48.8% | +2.1% | +46.6% | +64.2% |
| 1Y | +66.0% | +2.5% | +63.5% | +81.5% |
| All | +66.0% | +2.4% | +63.6% | +81.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling