+50.8%
NFLX vs PEP
-3.9%
+54.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | +5.7% | +6.7% | -1.0% | +5.0% |
| 30D | -4.6% | +13.5% | -18.1% | -5.7% |
| 3M | -11.6% | +3.9% | -15.6% | -12.0% |
| 6M | -25.4% | -6.0% | -19.4% | -26.0% |
| YTD | -30.1% | +2.5% | -32.5% | -29.9% |
| 1Y | -40.3% | +3.9% | -44.3% | -40.0% |
| All | +50.8% | -3.9% | +54.7% | +47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling