+375.3%
DELL vs PEP
-4.3%
+379.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.2% | -4.7% | -2.8% |
| 7D | -18.1% | +4.6% | -22.7% | -15.9% |
| 30D | -42.9% | +14.0% | -56.9% | -38.6% |
| 3M | -26.9% | +5.4% | -32.3% | -24.0% |
| 6M | +28.8% | -5.1% | +33.9% | +30.7% |
| YTD | +168.4% | +3.1% | +165.3% | +182.3% |
| 1Y | +136.8% | +4.8% | +132.0% | +150.7% |
| 3Y | +375.3% | -4.1% | +379.5% | +365.5% |
| All | +375.3% | -4.3% | +379.7% | +365.5% |
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 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