+66.1%
INTC vs PEP
+5.0%
+61.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.8% | -0.3% |
| 7D | +6.0% | +2.9% | +3.1% | +9.1% |
| 30D | -39.2% | +12.5% | -51.7% | -31.0% |
| 3M | -42.9% | +4.5% | -47.5% | -38.0% |
| 6M | -50.4% | -0.5% | -49.9% | -45.4% |
| YTD | +61.7% | +4.4% | +57.3% | +89.0% |
| 1Y | +66.1% | +4.4% | +61.8% | +95.0% |
| All | +66.1% | +5.0% | +61.1% | +95.0% |
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