+3,159.9%
PEP vs ABT
+6,741.2%
-3,581.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.5% |
| 7D | -1.4% | -3.7% | +2.3% | -0.2% |
| 30D | +0.2% | +2.5% | -2.2% | -0.6% |
| 3M | -1.1% | +20.2% | -21.3% | -7.1% |
| 6M | -13.5% | -2.9% | -10.6% | -13.1% |
| YTD | -1.2% | -11.9% | +10.7% | +2.2% |
| 1Y | -1.6% | -16.5% | +15.0% | +3.5% |
| 3Y | -12.5% | +12.1% | -24.6% | -17.6% |
| 5Y | +3.0% | -7.4% | +10.4% | +2.3% |
| 10Y | +73.9% | +210.7% | -136.8% | +14.7% |
| All | +3,159.9% | +6,741.2% | -3,581.3% | +417.6% |
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