+643.8%
AMZN vs PEP
+88.5%
+555.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.6% | +0.8% |
| 7D | +2.8% | -0.3% | +3.1% | +2.9% |
| 30D | +3.4% | +11.8% | -8.3% | -0.2% |
| 3M | +0.1% | +3.7% | -3.6% | -1.2% |
| 6M | +0.6% | -4.3% | +4.9% | +1.7% |
| YTD | +15.9% | +2.1% | +13.7% | +13.8% |
| 1Y | +9.5% | +2.5% | +7.0% | +7.3% |
| 3Y | +86.3% | -5.0% | +91.3% | +83.0% |
| 5Y | +51.7% | +2.9% | +48.9% | +43.5% |
| All | +643.8% | +88.5% | +555.3% | +467.6% |
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