+3.3%
PEP vs ABT
+1.2%
+2.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.7% |
| 7D | +6.7% | +8.6% | -2.0% | +4.1% |
| 30D | +13.5% | +16.4% | -2.9% | +8.6% |
| 3M | +3.9% | +8.1% | -4.2% | +1.5% |
| 6M | -6.0% | +32.1% | -38.0% | -13.4% |
| YTD | +2.5% | -7.1% | +9.5% | +4.0% |
| 1Y | +3.9% | -6.5% | +10.5% | +5.3% |
| 3Y | -4.7% | +26.2% | -30.9% | -14.0% |
| All | +3.3% | +1.2% | +2.1% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling