+91.5%
CSCO vs PEP
+5.2%
+86.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.2% | -8.5% | -6.7% |
| 7D | +1.9% | +2.9% | -1.0% | +1.3% |
| 30D | -15.8% | +12.5% | -28.3% | -18.1% |
| 3M | -15.4% | +4.5% | -19.9% | -16.2% |
| 6M | -5.4% | -0.5% | -4.9% | -5.3% |
| YTD | +26.5% | +4.4% | +22.0% | +23.9% |
| 1Y | +25.9% | +4.4% | +21.5% | +23.2% |
| 3Y | +97.5% | -3.4% | +100.9% | +95.6% |
| All | +91.5% | +5.2% | +86.3% | +75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling