+133,470.8%
MSFT vs PEP
+3,172.7%
+130,298.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.4% | -1.8% |
| 7D | -2.7% | -1.4% | -1.3% | -2.2% |
| 30D | +2.7% | +0.2% | +2.5% | +2.6% |
| 3M | +17.0% | -1.1% | +18.1% | +17.2% |
| 6M | +23.8% | -13.5% | +37.3% | +30.2% |
| YTD | +4.0% | -1.2% | +5.2% | +3.3% |
| 1Y | -0.8% | -1.6% | +0.7% | -1.7% |
| 3Y | +55.6% | -12.5% | +68.1% | +58.3% |
| 5Y | +72.9% | +3.0% | +69.9% | +64.6% |
| 10Y | +875.8% | +73.9% | +801.9% | +664.5% |
| All | +133,470.8% | +3,172.7% | +130,298.1% | +30,427.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling