+40.6%
GLW vs PEP
+2.4%
+38.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.8% | -9.6% | -2.8% |
| 7D | -9.5% | +7.4% | -16.9% | -3.9% |
| 30D | -25.5% | +13.3% | -38.8% | -17.2% |
| 3M | -25.6% | +3.5% | -29.1% | -22.2% |
| 6M | -25.5% | -5.9% | -19.6% | -19.6% |
| YTD | +36.4% | +2.3% | +34.1% | +45.9% |
| 1Y | +40.6% | +3.7% | +36.9% | +52.4% |
| All | +40.6% | +2.4% | +38.2% | +52.4% |
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 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