+65.7%
MSFT vs PEP
+1.2%
+64.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.6% |
| 7D | +1.1% | +6.7% | -5.6% | 0.0% |
| 30D | +1.3% | +13.5% | -12.3% | -0.9% |
| 3M | +10.2% | +3.9% | +6.2% | +9.5% |
| 6M | +30.8% | -6.0% | +36.8% | +32.1% |
| YTD | +11.5% | +2.5% | +9.1% | +9.9% |
| 1Y | +6.5% | +3.9% | +2.6% | +4.5% |
| 3Y | +55.5% | -4.7% | +60.1% | +53.3% |
| All | +65.7% | +1.2% | +64.5% | +56.3% |
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 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