+155.1%
INTC vs PEP
-12.8%
+167.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.7% | +5.2% | +4.5% |
| 7D | +7.1% | -1.4% | +8.5% | +7.0% |
| 30D | -5.2% | +0.2% | -5.4% | -5.2% |
| 3M | -14.3% | -1.1% | -13.2% | -14.4% |
| 6M | +110.2% | -13.5% | +123.7% | +115.2% |
| YTD | +159.6% | -1.2% | +160.8% | +158.7% |
| 1Y | +289.3% | -1.6% | +290.8% | +286.7% |
| All | +155.1% | -12.8% | +167.9% | +146.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling