+2,533.7%
IBM vs PEP
+3,273.7%
-740.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | -2.5% | +1.0% | -3.6% | -2.9% |
| 30D | +8.4% | +12.6% | -4.3% | +4.3% |
| 3M | +4.5% | +3.1% | +1.3% | +3.3% |
| 6M | +7.9% | -6.3% | +14.2% | +9.9% |
| YTD | -15.2% | +1.9% | -17.1% | -16.3% |
| 1Y | -17.6% | +3.3% | -20.9% | -19.0% |
| 3Y | +82.1% | -4.8% | +86.9% | +81.6% |
| 5Y | +143.3% | +2.0% | +141.3% | +136.6% |
| 10Y | +149.9% | +80.3% | +69.6% | +105.7% |
| All | +2,533.7% | +3,273.7% | -740.1% | +877.5% |
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