+270.0%
INTC vs PEP
+75.7%
+194.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.3% |
| 7D | +18.0% | -1.7% | +19.7% | +19.0% |
| 30D | +8.9% | +0.3% | +8.6% | +8.5% |
| 3M | -1.6% | -3.2% | +1.7% | -1.5% |
| 6M | +133.1% | -13.6% | +146.7% | +147.7% |
| YTD | +187.9% | -1.9% | +189.8% | +182.0% |
| 1Y | +334.7% | -0.6% | +335.3% | +318.8% |
| 3Y | +184.2% | -13.6% | +197.8% | +191.8% |
| 5Y | +116.0% | +3.2% | +112.8% | +91.1% |
| 10Y | +270.0% | +79.1% | +190.9% | +132.1% |
| All | +270.0% | +75.7% | +194.2% | +132.1% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling