+29.0%
NFLX vs PEP
+3.4%
+25.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.7% | -4.7% | -5.2% |
| 7D | -4.2% | -1.4% | -2.8% | -4.0% |
| 30D | +5.5% | +0.2% | +5.2% | +5.4% |
| 3M | -4.1% | -1.1% | -2.9% | -3.8% |
| 6M | -20.7% | -13.5% | -7.2% | -18.9% |
| YTD | -16.5% | -1.2% | -15.4% | -16.3% |
| 1Y | -37.8% | -1.6% | -36.2% | -37.6% |
| 3Y | +77.9% | -12.5% | +90.4% | +81.7% |
| All | +29.0% | +3.4% | +25.5% | +24.6% |
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