+117.1%
AMAT vs PEP
+1.4%
+115.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.2% | -13.8% | -13.6% |
| 7D | -24.3% | +6.7% | -31.0% | -23.7% |
| 30D | -39.8% | +13.5% | -53.3% | -39.1% |
| 3M | -40.2% | +3.9% | -44.1% | -39.7% |
| 6M | -22.1% | -6.0% | -16.1% | -20.8% |
| YTD | +24.7% | +2.5% | +22.2% | +24.7% |
| 1Y | +33.3% | +3.9% | +29.3% | +32.9% |
| 3Y | +133.9% | -4.7% | +138.5% | +129.6% |
| 5Y | +117.1% | +1.1% | +116.0% | +103.2% |
| All | +117.1% | +1.4% | +115.7% | +103.2% |
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 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