+15,172.7%
INTC vs PEP
+3,172.7%
+12,000.0%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.7% | +5.2% | +4.8% |
| 7D | +7.1% | -1.4% | +8.5% | +7.6% |
| 30D | -5.2% | +0.2% | -5.4% | -5.4% |
| 3M | -14.3% | -1.1% | -13.2% | -15.1% |
| 6M | +110.2% | -13.5% | +123.7% | +119.1% |
| YTD | +159.6% | -1.2% | +160.8% | +155.7% |
| 1Y | +289.3% | -1.6% | +290.8% | +282.1% |
| 3Y | +166.1% | -12.5% | +178.6% | +170.6% |
| 5Y | +94.4% | +3.0% | +91.3% | +84.2% |
| 10Y | +227.7% | +73.9% | +153.8% | +155.5% |
| All | +15,172.7% | +3,172.7% | +12,000.0% | +3,504.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling