+2,662.4%
DELL vs PEP
+92.7%
+2,569.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +2.2% | -9.4% | -7.7% |
| 7D | +4.9% | +2.9% | +2.0% | +4.2% |
| 30D | -32.1% | +12.5% | -44.6% | -34.2% |
| 3M | -30.2% | +4.5% | -34.8% | -31.3% |
| 6M | +41.7% | -0.5% | +42.2% | +40.6% |
| YTD | +176.6% | +4.4% | +172.2% | +169.1% |
| 1Y | +159.9% | +4.4% | +155.6% | +152.7% |
| 3Y | +388.0% | -3.4% | +391.4% | +371.6% |
| 5Y | +578.2% | +5.2% | +573.0% | +520.4% |
| All | +2,662.4% | +92.7% | +2,569.6% | +1,853.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling