+4,681.2%
DELL vs PEP
+75.0%
+4,606.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | +14.9% | -1.4% | +16.3% | +15.3% |
| 30D | +13.3% | +0.2% | +13.0% | +13.1% |
| 3M | +24.4% | -1.1% | +25.5% | +23.9% |
| 6M | +258.0% | -13.5% | +271.5% | +271.3% |
| YTD | +320.2% | -1.2% | +321.4% | +315.8% |
| 1Y | +319.1% | -1.6% | +320.6% | +313.1% |
| 3Y | +706.5% | -12.5% | +719.0% | +711.4% |
| 5Y | +1,071.9% | +3.0% | +1,068.9% | +970.0% |
| 10Y | +4,683.5% | +73.9% | +4,609.6% | +3,387.2% |
| All | +4,681.2% | +75.0% | +4,606.2% | +3,383.0% |
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