-0.3%
PEP vs EBAY
+15.8%
-16.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | 0.0% |
| 7D | -1.4% | -0.8% | -0.6% | -1.4% |
| 30D | -0.2% | -0.6% | +0.4% | -0.3% |
| 3M | -4.3% | -1.0% | -3.3% | -4.2% |
| 6M | -13.2% | +16.3% | -29.5% | -12.0% |
| YTD | -1.9% | +21.7% | -23.6% | -0.4% |
| 1Y | -0.3% | +16.5% | -16.8% | +1.3% |
| All | -0.3% | +15.8% | -16.1% | +1.3% |
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