+289.3%
INTC vs PEP
-4.0%
+293.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.7% | +6.2% | +3.4% |
| 7D | +7.1% | -2.4% | +9.5% | +5.4% |
| 30D | -5.2% | -0.8% | -4.4% | -5.6% |
| 3M | -14.3% | -2.2% | -12.1% | -13.9% |
| 6M | +110.2% | -14.4% | +124.6% | +105.9% |
| YTD | +159.6% | -2.2% | +161.8% | +170.9% |
| 1Y | +289.3% | -2.6% | +291.9% | +304.7% |
| All | +289.3% | -4.0% | +293.3% | +304.7% |
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