+564.1%
AMZN vs PEP
+75.7%
+488.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.4% |
| 7D | -1.0% | -1.7% | +0.7% | -0.5% |
| 30D | -9.2% | +0.3% | -9.5% | -9.3% |
| 3M | +3.4% | -3.2% | +6.6% | +4.3% |
| 6M | +18.2% | -13.6% | +31.8% | +23.6% |
| YTD | +9.3% | -1.9% | +11.2% | +8.9% |
| 1Y | +5.9% | -0.6% | +6.6% | +4.5% |
| 3Y | +82.6% | -13.6% | +96.2% | +86.9% |
| 5Y | +44.9% | +3.2% | +41.7% | +36.1% |
| 10Y | +564.1% | +79.1% | +485.0% | +386.3% |
| All | +564.1% | +75.7% | +488.3% | +386.3% |
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