+263,909.3%
AMZN vs PEP
+740.8%
+263,168.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | -3.0% | -1.4% | -1.6% | -2.5% |
| 30D | -5.2% | +0.2% | -5.4% | -5.3% |
| 3M | +1.9% | -1.1% | +3.0% | +2.0% |
| 6M | +19.2% | -13.5% | +32.7% | +25.0% |
| YTD | +12.0% | -1.2% | +13.2% | +11.5% |
| 1Y | +9.7% | -1.6% | +11.2% | +8.8% |
| 3Y | +87.2% | -12.5% | +99.7% | +90.2% |
| 5Y | +48.7% | +3.0% | +45.6% | +41.7% |
| 10Y | +569.3% | +73.9% | +495.4% | +414.6% |
| All | +263,909.3% | +740.8% | +263,168.5% | +109,118.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling