+111.7%
INTC vs PEP
+5.3%
+106.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +0.6% | +8.5% | +9.0% |
| 7D | +17.4% | +0.1% | +17.3% | +17.4% |
| 30D | +2.8% | +0.7% | +2.1% | +2.6% |
| 3M | -5.3% | -0.5% | -4.7% | -5.7% |
| 6M | +140.6% | -11.3% | +151.9% | +147.8% |
| YTD | +183.1% | -0.6% | +183.7% | +179.6% |
| 1Y | +326.8% | +1.7% | +325.1% | +315.2% |
| 3Y | +179.4% | -12.5% | +191.9% | +182.7% |
| 5Y | +111.7% | +3.9% | +107.8% | +99.1% |
| All | +111.7% | +5.3% | +106.5% | +99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling