+106.4%
INTC vs PEP
+83.1%
+23.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.6% |
| 7D | -4.0% | +4.6% | -8.6% | -6.0% |
| 30D | -44.5% | +14.0% | -58.5% | -48.4% |
| 3M | -40.4% | +5.4% | -45.8% | -42.7% |
| 6M | -53.5% | -5.1% | -48.3% | -53.4% |
| YTD | +57.5% | +3.1% | +54.4% | +49.0% |
| 1Y | +51.2% | +4.8% | +46.4% | +41.3% |
| 3Y | +51.6% | -4.1% | +55.7% | +44.9% |
| 5Y | +23.5% | +3.0% | +20.5% | +10.1% |
| 10Y | +106.4% | +89.6% | +16.8% | +26.2% |
| All | +106.4% | +83.1% | +23.2% | +26.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling