+87.5%
AMZN vs PEP
-12.8%
+100.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.2% |
| 7D | -3.0% | -1.4% | -1.6% | -3.1% |
| 30D | -5.2% | +0.2% | -5.4% | -5.1% |
| 3M | +1.9% | -1.1% | +3.0% | +1.8% |
| 6M | +19.2% | -13.5% | +32.7% | +17.3% |
| YTD | +12.0% | -1.2% | +13.2% | +12.0% |
| 1Y | +9.7% | -1.6% | +11.2% | +9.6% |
| All | +87.5% | -12.8% | +100.3% | +90.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling