+81.9%
IBM vs PEP
-3.9%
+85.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.9% |
| 7D | -4.3% | +6.7% | -11.0% | -5.5% |
| 30D | +11.7% | +13.5% | -1.9% | +9.0% |
| 3M | +5.5% | +3.9% | +1.6% | +4.6% |
| 6M | +9.5% | -6.0% | +15.5% | +9.8% |
| YTD | -14.9% | +2.5% | -17.3% | -16.4% |
| 1Y | -17.4% | +3.9% | -21.3% | -19.2% |
| All | +81.9% | -3.9% | +85.8% | +81.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling