+3,309.4%
PEP vs ABT
+6,844.3%
-3,534.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.6% |
| 7D | +1.1% | -5.4% | +6.5% | +2.9% |
| 30D | +13.6% | +8.0% | +5.6% | +10.8% |
| 3M | +5.1% | +0.2% | +4.9% | +4.9% |
| 6M | -1.6% | +34.1% | -35.7% | -11.0% |
| YTD | +3.3% | -10.6% | +13.9% | +6.2% |
| 1Y | +3.2% | -11.8% | +15.0% | +6.5% |
| 3Y | -3.9% | +23.9% | -27.8% | -12.4% |
| 5Y | +4.0% | -5.1% | +9.2% | +2.4% |
| 10Y | +90.1% | +228.6% | -138.5% | +23.2% |
| All | +3,309.4% | +6,844.3% | -3,534.9% | +437.9% |
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 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