+96,674.4%
AMAT vs PEP
+3,293.5%
+93,380.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.2% | -13.8% | -13.7% |
| 7D | -24.3% | +6.7% | -31.0% | -26.3% |
| 30D | -39.8% | +13.5% | -53.3% | -43.0% |
| 3M | -40.2% | +3.9% | -44.1% | -41.6% |
| 6M | -22.1% | -6.0% | -16.1% | -22.0% |
| YTD | +24.7% | +2.5% | +22.2% | +19.7% |
| 1Y | +33.3% | +3.9% | +29.3% | +27.0% |
| 3Y | +133.9% | -4.7% | +138.5% | +124.6% |
| 5Y | +117.1% | +1.1% | +116.0% | +102.7% |
| 10Y | +1,158.7% | +83.8% | +1,074.8% | +836.5% |
| All | +96,674.4% | +3,293.5% | +93,380.9% | +23,009.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling