+32.1%
GLW vs PEP
+3.6%
+28.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.4% | +8.9% | +9.6% |
| 7D | -5.9% | +1.0% | -6.9% | -4.8% |
| 30D | -26.0% | +12.6% | -38.6% | -18.4% |
| 3M | -29.9% | +3.1% | -33.0% | -26.9% |
| 6M | -37.8% | -6.3% | -31.5% | -33.0% |
| YTD | +33.1% | +1.9% | +31.3% | +41.1% |
| All | +32.1% | +3.6% | +28.5% | +41.9% |
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