+136.3%
AMD vs PEP
-14.1%
+150.4%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.4% | +4.0% |
| 7D | +2.6% | -1.4% | +4.0% | +1.2% |
| 30D | -0.9% | +0.2% | -1.2% | -0.5% |
| 3M | -8.7% | -1.1% | -7.6% | -7.2% |
| 6M | +136.3% | -13.5% | +149.8% | +149.0% |
| All | +136.3% | -14.1% | +150.4% | +149.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling