+7,765.4%
AMD vs PEP
+92.7%
+7,672.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.2% | -11.0% | -9.4% |
| 7D | +18.9% | +2.9% | +16.0% | +17.8% |
| 30D | -6.4% | +12.5% | -18.9% | -10.3% |
| 3M | +10.6% | +4.5% | +6.0% | +8.3% |
| 6M | +19.9% | -0.5% | +20.4% | +18.4% |
| YTD | +149.4% | +4.4% | +145.0% | +139.1% |
| 1Y | +115.4% | +4.4% | +111.0% | +106.3% |
| 3Y | +357.3% | -3.4% | +360.7% | +336.4% |
| 5Y | +261.1% | +5.2% | +256.0% | +222.2% |
| All | +7,765.4% | +92.7% | +7,672.7% | +5,767.6% |
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