+9,703.6%
AMD vs PEP
+3,293.5%
+6,410.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +0.2% | -17.5% | -17.3% |
| 7D | -28.6% | +6.7% | -35.3% | -30.5% |
| 30D | -37.7% | +13.5% | -51.3% | -41.0% |
| 3M | -16.1% | +3.9% | -20.0% | -18.1% |
| 6M | +13.8% | -6.0% | +19.8% | +14.1% |
| YTD | +88.8% | +2.5% | +86.4% | +81.9% |
| 1Y | +57.8% | +3.9% | +53.8% | +50.8% |
| 3Y | +260.3% | -4.7% | +264.9% | +245.9% |
| 5Y | +196.6% | +1.1% | +195.5% | +176.9% |
| 10Y | +6,064.6% | +83.8% | +5,980.8% | +4,413.8% |
| All | +9,703.6% | +3,293.5% | +6,410.2% | +2,480.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling