+123.2%
GLW vs PEP
-4.0%
+127.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.7% | +7.4% | +4.5% |
| 7D | +3.8% | -2.4% | +6.2% | +2.1% |
| 30D | -1.3% | -0.8% | -0.5% | -1.6% |
| 3M | -21.8% | -2.2% | -19.6% | -21.1% |
| 6M | +6.9% | -14.4% | +21.3% | +9.1% |
| YTD | +77.2% | -2.2% | +79.4% | +83.5% |
| 1Y | +123.2% | -2.6% | +125.8% | +133.0% |
| All | +123.2% | -4.0% | +127.2% | +133.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling