-13.1%
PEP vs EAT
+657.6%
-670.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.7% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | +0.2% | +1.9% | -1.6% | +0.2% |
| 3M | -1.1% | +68.7% | -69.8% | -2.2% |
| 6M | -13.5% | +66.9% | -80.4% | -14.4% |
| YTD | -1.2% | +60.4% | -61.6% | -2.2% |
| 1Y | -1.6% | +44.0% | -45.5% | -2.5% |
| All | -13.1% | +657.6% | -670.6% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling