+2.5%
PEP vs ABT
-13.4%
+15.9%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.7% |
| 7D | -0.3% | -5.6% | +5.3% | +1.3% |
| 30D | +11.8% | +5.2% | +6.6% | +10.3% |
| 3M | +3.7% | -2.7% | +6.4% | +4.4% |
| 6M | -4.3% | +28.8% | -33.2% | -9.5% |
| YTD | +2.1% | -12.3% | +14.4% | +4.1% |
| 1Y | +2.5% | -14.7% | +17.2% | +5.4% |
| All | +2.5% | -13.4% | +15.9% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 1y: compounded portfolio wealth divided by compounded ABT 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…
1y analysis · Full analysis span regression · 6 months rolling