+91.8%
CSCO vs PEP
+1.2%
+90.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.2% | -7.8% | -7.7% |
| 7D | -11.9% | +6.7% | -18.5% | -13.1% |
| 30D | -18.8% | +13.5% | -32.4% | -21.2% |
| 3M | -21.2% | +3.9% | -25.1% | -22.0% |
| 6M | +1.9% | -6.0% | +7.9% | +3.6% |
| YTD | +26.1% | +2.5% | +23.6% | +24.0% |
| 1Y | +34.7% | +3.9% | +30.8% | +31.7% |
| 3Y | +94.0% | -4.7% | +98.7% | +92.2% |
| All | +91.8% | +1.2% | +90.6% | +75.5% |
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