+8,872.3%
INTC vs PEP
+3,260.9%
+5,611.4%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.0% | +8.7% | +8.1% |
| 7D | -14.4% | +2.9% | -17.3% | -15.5% |
| 30D | -50.2% | +14.2% | -64.5% | -53.2% |
| 3M | -43.6% | +3.2% | -46.8% | -45.0% |
| 6M | -50.2% | -7.4% | -42.8% | -50.0% |
| YTD | +52.5% | +1.5% | +51.0% | +47.0% |
| 1Y | +51.1% | +3.9% | +47.3% | +44.1% |
| 3Y | +50.3% | -5.5% | +55.8% | +46.7% |
| 5Y | +19.2% | +0.1% | +19.0% | +13.1% |
| 10Y | +105.1% | +82.1% | +23.0% | +55.4% |
| All | +8,872.3% | +3,260.9% | +5,611.4% | +1,972.3% |
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