+629.7%
AMZN vs PEP
+83.1%
+546.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.1% |
| 7D | +8.0% | +4.6% | +3.4% | +6.6% |
| 30D | +3.2% | +14.0% | -10.8% | -1.0% |
| 3M | -2.6% | +5.4% | -8.0% | -4.3% |
| 6M | -0.7% | -5.1% | +4.5% | +0.7% |
| YTD | +17.4% | +3.1% | +14.2% | +15.0% |
| 1Y | +9.0% | +4.8% | +4.3% | +6.1% |
| 3Y | +88.7% | -4.1% | +92.8% | +84.8% |
| 5Y | +55.6% | +3.0% | +52.6% | +47.3% |
| 10Y | +629.7% | +89.6% | +540.1% | +448.0% |
| All | +629.7% | +83.1% | +546.6% | +448.0% |
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 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