+9.0%
MSFT vs PEP
+2.4%
+6.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.8% | +2.9% | +7.2% |
| 7D | +4.7% | +7.4% | -2.7% | +5.8% |
| 30D | +5.8% | +13.3% | -7.5% | +7.9% |
| 3M | +13.0% | +3.5% | +9.5% | +13.9% |
| 6M | +34.9% | -5.9% | +40.8% | +32.2% |
| YTD | +15.7% | +2.3% | +13.4% | +15.5% |
| 1Y | +9.0% | +3.7% | +5.2% | +6.7% |
| All | +9.0% | +2.4% | +6.5% | +6.7% |
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