+7,228.2%
AMD vs PEP
+81.7%
+7,146.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +0.4% | +12.9% | +13.1% |
| 7D | +8.9% | +1.0% | +7.9% | +8.5% |
| 30D | -16.4% | +12.6% | -29.0% | -20.0% |
| 3M | +5.2% | +3.1% | +2.1% | +3.5% |
| 6M | +11.7% | -6.3% | +18.0% | +12.8% |
| YTD | +137.5% | +1.9% | +135.6% | +129.4% |
| 1Y | +117.8% | +3.3% | +114.5% | +108.6% |
| 3Y | +348.1% | -4.8% | +353.0% | +328.0% |
| 5Y | +241.5% | +2.0% | +239.5% | +207.6% |
| 10Y | +7,228.2% | +80.3% | +7,147.9% | +4,996.5% |
| All | +7,228.2% | +81.7% | +7,146.6% | +4,996.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling