+319.3%
CSCO vs PEP
+90.1%
+229.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -1.1% |
| 7D | -4.7% | +4.6% | -9.3% | -6.6% |
| 30D | -17.1% | +14.0% | -31.1% | -22.3% |
| 3M | -19.6% | +5.4% | -25.0% | -22.1% |
| 6M | +2.4% | -5.1% | +7.6% | +3.8% |
| YTD | +29.8% | +3.1% | +26.7% | +25.1% |
| 1Y | +38.7% | +4.8% | +33.9% | +32.3% |
| 3Y | +101.3% | -4.1% | +105.5% | +96.3% |
| 5Y | +94.8% | +3.0% | +91.9% | +79.6% |
| All | +319.3% | +90.1% | +229.3% | +180.2% |
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