+331.1%
AMD vs PEP
-12.5%
+343.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.4% | +4.4% |
| 7D | +2.6% | -1.4% | +4.0% | +2.0% |
| 30D | -0.9% | +0.2% | -1.2% | -0.8% |
| 3M | -8.7% | -1.1% | -7.6% | -8.2% |
| 6M | +136.3% | -13.5% | +149.8% | +131.2% |
| YTD | +123.0% | -1.2% | +124.2% | +125.1% |
| 1Y | +195.2% | -1.6% | +196.7% | +199.0% |
| All | +331.1% | -12.5% | +343.6% | +327.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling