+247.2%
AMAT vs PEP
+3.4%
+243.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.3% |
| 7D | -1.5% | -1.4% | -0.1% | -1.6% |
| 30D | -14.8% | +0.2% | -15.0% | -14.8% |
| 3M | -9.3% | -1.1% | -8.2% | -9.4% |
| 6M | +27.4% | -13.5% | +40.9% | +29.7% |
| YTD | +77.6% | -1.2% | +78.8% | +76.3% |
| 1Y | +188.9% | -1.6% | +190.5% | +186.4% |
| 3Y | +202.3% | -12.5% | +214.8% | +204.1% |
| All | +247.2% | +3.4% | +243.8% | +217.5% |
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 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