-3.4%
PEP vs EBAY
+220.7%
-224.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.2% |
| 7D | +2.9% | -0.9% | +3.8% | +3.0% |
| 30D | +12.5% | +3.5% | +9.1% | +12.3% |
| 3M | +4.5% | +16.0% | -11.4% | +3.7% |
| 6M | -0.5% | +7.6% | -8.1% | -1.0% |
| YTD | +4.4% | +40.1% | -35.7% | +2.4% |
| 1Y | +4.4% | +45.0% | -40.7% | +2.1% |
| 3Y | -3.4% | +228.1% | -231.5% | -16.7% |
| All | -3.4% | +220.7% | -224.1% | -16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling