+1,099.7%
DELL vs PEP
+4.7%
+1,095.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.4% |
| 7D | +14.9% | -1.4% | +16.3% | +14.7% |
| 30D | +13.3% | +0.2% | +13.0% | +13.3% |
| 3M | +24.4% | -1.1% | +25.5% | +24.4% |
| 6M | +258.0% | -13.5% | +271.5% | +260.1% |
| YTD | +320.2% | -1.2% | +321.4% | +320.9% |
| 1Y | +319.1% | -1.6% | +320.6% | +319.7% |
| 3Y | +706.5% | -12.5% | +719.1% | +715.2% |
| All | +1,099.7% | +4.7% | +1,095.0% | +1,022.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling