+893.1%
MSFT vs PEP
+81.0%
+812.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.5% |
| 7D | +1.7% | +2.9% | -1.2% | +0.3% |
| 30D | +0.2% | +14.2% | -14.1% | -6.4% |
| 3M | +6.4% | +3.2% | +3.2% | +4.4% |
| 6M | +28.7% | -7.4% | +36.1% | +32.7% |
| YTD | +10.4% | +1.5% | +8.9% | +7.3% |
| 1Y | +7.6% | +3.9% | +3.7% | +3.0% |
| 3Y | +52.3% | -5.5% | +57.8% | +48.2% |
| 5Y | +64.5% | +0.1% | +64.4% | +51.9% |
| All | +893.1% | +81.0% | +812.1% | +554.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling