+143.3%
DELL vs PEP
+2.4%
+140.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.8% | -12.6% | -5.7% |
| 7D | -24.6% | +7.4% | -32.0% | -19.6% |
| 30D | -32.5% | +13.3% | -45.8% | -25.3% |
| 3M | -20.2% | +3.5% | -23.7% | -16.5% |
| 6M | +76.5% | -5.9% | +82.4% | +84.0% |
| YTD | +198.9% | +2.3% | +196.7% | +229.9% |
| 1Y | +143.3% | +3.7% | +139.6% | +169.0% |
| All | +143.3% | +2.4% | +140.9% | +169.0% |
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