+143,155.1%
MSFT vs PEP
+3,293.5%
+139,861.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.7% |
| 7D | +1.1% | +6.7% | -5.6% | -1.4% |
| 30D | +1.3% | +13.5% | -12.3% | -3.8% |
| 3M | +10.2% | +3.9% | +6.2% | +8.2% |
| 6M | +30.8% | -6.0% | +36.8% | +33.1% |
| YTD | +11.5% | +2.5% | +9.1% | +9.0% |
| 1Y | +6.5% | +3.9% | +2.6% | +3.4% |
| 3Y | +55.5% | -4.7% | +60.1% | +52.6% |
| 5Y | +66.2% | +1.1% | +65.1% | +59.0% |
| 10Y | +928.0% | +83.8% | +844.2% | +686.5% |
| All | +143,155.1% | +3,293.5% | +139,861.7% | +32,093.7% |
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