+66.6%
CSCO vs PEP
-1.1%
+67.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | +0.1% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | -10.1% | +0.7% | -10.8% | -9.9% |
| 3M | -11.7% | -0.5% | -11.2% | -11.6% |
| 6M | +40.1% | -11.3% | +51.4% | +40.5% |
| YTD | +43.8% | -0.6% | +44.4% | +44.9% |
| 1Y | +66.6% | +1.7% | +65.0% | +70.0% |
| All | +66.6% | -1.1% | +67.8% | +70.0% |
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