+3,290.5%
DELL vs PEP
+80.9%
+3,209.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | +17.1% | -0.3% | +17.4% | +17.2% |
| 30D | -35.1% | +11.8% | -46.8% | -37.1% |
| 3M | -23.3% | +3.7% | -26.9% | -24.3% |
| 6M | +55.8% | -4.3% | +60.1% | +56.3% |
| YTD | +198.0% | +2.1% | +195.8% | +191.4% |
| 1Y | +166.6% | +2.5% | +164.0% | +160.0% |
| 3Y | +427.6% | -5.0% | +432.7% | +411.3% |
| 5Y | +630.6% | +2.9% | +627.8% | +572.5% |
| 10Y | +2,866.3% | +87.9% | +2,778.4% | +2,010.1% |
| All | +3,290.5% | +80.9% | +3,209.6% | +2,341.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling