+4.4%
PEP vs EBAY
+39.5%
-35.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.2% |
| 7D | +2.9% | -0.9% | +3.8% | +2.9% |
| 30D | +12.5% | +3.5% | +9.1% | +12.4% |
| 3M | +4.5% | +16.0% | -11.4% | +4.5% |
| 6M | -0.5% | +7.6% | -8.1% | -0.9% |
| YTD | +4.4% | +40.1% | -35.7% | +6.1% |
| 1Y | +4.4% | +45.0% | -40.7% | +6.6% |
| All | +4.4% | +39.5% | -35.1% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EBAY.
Daily Out/Under-Performance
Portfolio return minus EBAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EBAY 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 1y: compounded portfolio wealth divided by compounded EBAY 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…
1y analysis · Full analysis span regression · 6 months rolling