+3,159.9%
PEP vs EAT
+11,644.8%
-8,484.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.1% |
| 3M | -1.1% | +68.7% | -69.8% | -6.3% |
| 6M | -13.5% | +66.9% | -80.4% | -18.3% |
| YTD | -1.2% | +60.4% | -61.6% | -6.5% |
| 1Y | -1.6% | +44.0% | -45.5% | -6.1% |
| 3Y | -12.5% | +604.7% | -617.2% | -30.9% |
| 5Y | +3.0% | +347.0% | -344.0% | -16.9% |
| 10Y | +73.9% | +390.8% | -316.8% | +26.5% |
| All | +3,159.9% | +11,644.8% | -8,484.8% | +883.2% |
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 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