+4,177.7%
DELL vs PEP
+75.7%
+4,102.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.5% | +0.6% |
| 7D | +8.7% | -1.7% | +10.4% | +9.2% |
| 30D | +16.9% | +0.3% | +16.6% | +16.7% |
| 3M | +40.4% | -3.2% | +43.7% | +40.8% |
| 6M | +267.1% | -13.6% | +280.6% | +280.6% |
| YTD | +329.1% | -1.9% | +331.0% | +325.3% |
| 1Y | +346.9% | -0.6% | +347.5% | +338.7% |
| 3Y | +696.6% | -13.6% | +710.2% | +705.4% |
| 5Y | +1,106.2% | +3.2% | +1,103.0% | +997.9% |
| 10Y | +4,177.7% | +79.1% | +4,098.7% | +2,974.4% |
| All | +4,177.7% | +75.7% | +4,102.0% | +2,974.4% |
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