+694.6%
DELL vs PEP
-12.2%
+706.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +2.1% |
| 7D | +25.6% | +0.1% | +25.5% | +25.6% |
| 30D | +17.7% | +0.7% | +17.0% | +18.0% |
| 3M | +33.4% | -0.5% | +34.0% | +34.1% |
| 6M | +266.2% | -11.3% | +277.5% | +259.1% |
| YTD | +328.0% | -0.6% | +328.6% | +335.2% |
| 1Y | +339.6% | +1.7% | +337.9% | +351.0% |
| 3Y | +694.6% | -12.5% | +707.1% | +685.7% |
| All | +694.6% | -12.2% | +706.8% | +685.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling