+9.0%
AMZN vs PEP
+4.9%
+4.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.6% |
| 7D | +8.0% | +4.6% | +3.4% | +8.4% |
| 30D | +3.2% | +14.0% | -10.8% | +4.5% |
| 3M | -2.6% | +5.4% | -8.0% | -1.6% |
| 6M | -0.7% | -5.1% | +4.5% | -0.9% |
| YTD | +17.4% | +3.1% | +14.2% | +19.0% |
| 1Y | +9.0% | +4.8% | +4.3% | +9.7% |
| All | +9.0% | +4.9% | +4.2% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling