+79.1%
PEP vs EAT
+370.1%
-291.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +2.0% | -1.1% |
| 7D | -1.7% | -6.8% | +5.1% | -1.3% |
| 30D | +0.3% | -5.4% | +5.7% | +0.6% |
| 3M | -3.2% | +42.8% | -46.0% | -5.5% |
| 6M | -13.6% | +56.5% | -70.1% | -16.3% |
| YTD | -1.9% | +50.0% | -51.9% | -4.9% |
| 1Y | -0.6% | +38.3% | -38.9% | -3.3% |
| 3Y | -13.6% | +591.6% | -605.2% | -26.2% |
| 5Y | +3.2% | +312.6% | -309.4% | -10.1% |
| 10Y | +79.1% | +381.4% | -302.4% | +42.7% |
| All | +79.1% | +370.1% | -291.0% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling