+34.6%
CSCO vs PEP
+3.3%
+31.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -2.2% |
| 7D | -10.2% | +2.9% | -13.1% | -9.4% |
| 30D | -20.1% | +14.2% | -34.3% | -17.2% |
| 3M | -22.1% | +3.2% | -25.2% | -20.8% |
| 6M | +3.2% | -7.4% | +10.6% | +5.0% |
| YTD | +24.1% | +1.5% | +22.6% | +25.8% |
| 1Y | +34.6% | +3.9% | +30.7% | +37.7% |
| All | +34.6% | +3.3% | +31.3% | +37.7% |
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