+112.0%
IBM vs PEP
+5.3%
+106.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | -1.5% | +0.7% | -2.1% | -1.7% |
| 3M | -16.8% | -0.5% | -16.2% | -16.6% |
| 6M | -9.0% | -11.3% | +2.3% | -6.3% |
| YTD | -20.1% | -0.6% | -19.5% | -20.9% |
| 1Y | -7.0% | +1.7% | -8.7% | -9.0% |
| 3Y | +72.4% | -12.5% | +84.9% | +77.3% |
| 5Y | +112.0% | +3.9% | +108.1% | +96.6% |
| All | +112.0% | +5.3% | +106.7% | +96.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling