+2,413.6%
IBM vs PEP
+3,172.7%
-759.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.7% | +0.3% |
| 7D | -0.3% | -1.4% | +1.1% | +0.1% |
| 30D | +0.3% | +0.2% | 0.0% | +0.2% |
| 3M | -21.6% | -1.1% | -20.5% | -21.2% |
| 6M | -4.7% | -13.5% | +8.8% | -0.5% |
| YTD | -19.1% | -1.2% | -17.9% | -19.3% |
| 1Y | -2.5% | -1.6% | -0.9% | -2.9% |
| 3Y | +74.2% | -12.5% | +86.7% | +78.4% |
| 5Y | +113.1% | +3.0% | +110.1% | +106.8% |
| 10Y | +133.5% | +73.9% | +59.6% | +94.6% |
| All | +2,413.6% | +3,172.7% | -759.1% | +842.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling