+3.2%
PEP vs EBAY
+53.1%
-49.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.2% | -1.2% |
| 7D | -1.7% | -3.0% | +1.3% | -1.4% |
| 30D | +0.3% | -3.6% | +3.9% | +0.6% |
| 3M | -3.2% | -4.4% | +1.2% | -2.9% |
| 6M | -13.6% | +12.1% | -25.6% | -14.9% |
| YTD | -1.9% | +19.9% | -21.8% | -4.3% |
| 1Y | -0.6% | +13.4% | -14.0% | -2.9% |
| 3Y | -13.6% | +150.5% | -164.1% | -26.5% |
| 5Y | +3.2% | +54.8% | -51.6% | -10.8% |
| All | +3.2% | +53.1% | -49.9% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling