+8,164.6%
AMD vs PEP
+90.5%
+8,074.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.2% | +7.1% | +7.2% |
| 7D | +13.1% | +1.1% | +12.1% | +12.7% |
| 30D | -7.0% | +13.6% | -20.6% | -11.1% |
| 3M | +16.6% | +5.1% | +11.5% | +14.0% |
| 6M | +20.5% | -1.6% | +22.1% | +19.5% |
| YTD | +158.2% | +3.3% | +154.8% | +148.5% |
| 1Y | +132.8% | +3.2% | +129.5% | +123.8% |
| 3Y | +366.2% | -3.9% | +370.1% | +345.2% |
| 5Y | +278.7% | +4.0% | +274.6% | +239.4% |
| 10Y | +8,164.6% | +90.1% | +8,074.4% | +6,061.2% |
| All | +8,164.6% | +90.5% | +8,074.1% | +6,061.2% |
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 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