+62.4%
MSFT vs PEP
+5.2%
+57.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.1% | -0.2% |
| 7D | -1.3% | +2.9% | -4.2% | -1.7% |
| 30D | -1.8% | +12.5% | -14.3% | -3.8% |
| 3M | +5.6% | +4.5% | +1.1% | +4.9% |
| 6M | +29.8% | -0.5% | +30.3% | +29.8% |
| YTD | +9.0% | +4.4% | +4.6% | +7.1% |
| 1Y | +4.9% | +4.4% | +0.6% | +3.0% |
| 3Y | +46.2% | -3.4% | +49.6% | +44.3% |
| All | +62.4% | +5.2% | +57.2% | +51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling