+214.7%
PEP vs AMCR
+106.4%
+108.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -1.4% | -1.9% | +0.5% | -1.0% |
| 30D | +0.2% | -4.1% | +4.3% | +1.1% |
| 3M | -1.1% | +21.7% | -22.8% | -5.1% |
| 6M | -13.5% | +1.5% | -15.0% | -14.1% |
| YTD | -1.2% | +13.1% | -14.3% | -4.3% |
| 1Y | -1.6% | +16.5% | -18.1% | -5.3% |
| 3Y | -12.5% | +10.3% | -22.8% | -15.5% |
| 5Y | +3.0% | -7.7% | +10.7% | +2.5% |
| 10Y | +73.9% | +24.6% | +49.3% | +58.0% |
| All | +214.7% | +106.4% | +108.3% | +189.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-07: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling