+3,260.6%
PEP vs ABT
+6,921.8%
-3,661.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | +1.0% | +0.3% | +0.7% | +0.9% |
| 30D | +12.6% | +11.6% | +1.0% | +8.6% |
| 3M | +3.1% | +3.1% | 0.0% | +2.0% |
| 6M | -6.3% | +32.8% | -39.1% | -14.9% |
| YTD | +1.9% | -9.6% | +11.5% | +4.3% |
| 1Y | +3.3% | -10.4% | +13.6% | +6.0% |
| 3Y | -4.8% | +25.8% | -30.7% | -13.7% |
| 5Y | +2.0% | -3.4% | +5.5% | -0.1% |
| 10Y | +80.3% | +232.9% | -152.5% | +16.4% |
| All | +3,260.6% | +6,921.8% | -3,661.2% | +428.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling