0.0%
MSFT vs PEP
-1.1%
+1.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.1% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | -1.0% | +0.7% | -1.7% | -0.9% |
| 3M | +20.2% | -0.5% | +20.7% | +19.9% |
| 6M | +21.3% | -11.3% | +32.6% | +17.1% |
| YTD | +2.8% | -0.6% | +3.4% | +2.2% |
| 1Y | 0.0% | +1.7% | -1.7% | -0.1% |
| All | 0.0% | -1.1% | +1.1% | -0.1% |
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 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