+57.4%
INTC vs PEP
+2.4%
+54.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.8% | -7.5% | -0.1% |
| 7D | -39.0% | +7.4% | -46.4% | -33.8% |
| 30D | -49.8% | +13.3% | -63.2% | -43.1% |
| 3M | -42.2% | +3.5% | -45.7% | -38.2% |
| 6M | -39.2% | -5.9% | -33.3% | -34.8% |
| YTD | +57.9% | +2.3% | +55.7% | +79.5% |
| 1Y | +57.4% | +3.7% | +53.7% | +82.5% |
| All | +57.4% | +2.4% | +54.9% | +82.5% |
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 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