-3.4%
PEP vs ABT
+20.8%
-24.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.1% | +1.9% |
| 7D | +2.9% | -1.3% | +4.2% | +3.2% |
| 30D | +12.5% | +6.0% | +6.5% | +11.0% |
| 3M | +4.5% | -1.9% | +6.4% | +4.9% |
| 6M | -0.5% | +31.2% | -31.7% | -6.4% |
| YTD | +4.4% | -11.2% | +15.7% | +6.3% |
| 1Y | +4.4% | -14.0% | +18.3% | +6.9% |
| 3Y | -3.4% | +20.7% | -24.1% | -8.9% |
| All | -3.4% | +20.8% | -24.2% | -8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling