+2.0%
PEP vs EAT
+368.3%
-366.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.4% |
| 7D | +1.0% | -3.9% | +5.0% | +1.2% |
| 30D | +12.6% | +5.0% | +7.6% | +12.4% |
| 3M | +3.1% | -9.6% | +12.8% | +3.4% |
| 6M | -6.3% | +46.8% | -53.0% | -7.8% |
| YTD | +1.9% | +41.8% | -39.9% | +0.1% |
| 1Y | +3.3% | +98.3% | -95.0% | 0.0% |
| 3Y | -4.8% | +503.1% | -507.9% | -14.5% |
| 5Y | +2.0% | +356.7% | -354.6% | -8.7% |
| All | +2.0% | +368.3% | -366.3% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling