+3,260.6%
PEP vs EAT
+10,283.2%
-7,022.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.5% |
| 7D | +1.0% | -3.9% | +5.0% | +1.4% |
| 30D | +12.6% | +5.0% | +7.6% | +11.9% |
| 3M | +3.1% | -9.6% | +12.8% | +3.8% |
| 6M | -6.3% | +46.8% | -53.0% | -10.3% |
| YTD | +1.9% | +41.8% | -39.9% | -2.7% |
| 1Y | +3.3% | +98.3% | -95.0% | -4.8% |
| 3Y | -4.8% | +503.1% | -507.9% | -23.8% |
| 5Y | +2.0% | +356.7% | -354.6% | -18.1% |
| 10Y | +80.3% | +349.8% | -269.5% | +31.9% |
| All | +3,260.6% | +10,283.2% | -7,022.6% | +923.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling