+5.7%
MSFT vs PEP
+3.2%
+2.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -1.1% |
| 7D | +1.7% | +2.9% | -1.2% | +2.1% |
| 30D | +0.2% | +14.2% | -14.1% | +2.2% |
| 3M | +6.4% | +3.2% | +3.2% | +7.2% |
| 6M | +28.7% | -7.4% | +36.1% | +25.5% |
| YTD | +10.4% | +1.5% | +8.9% | +10.4% |
| All | +5.7% | +3.2% | +2.5% | +4.3% |
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 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