+805.0%
PEP vs EBAY
+12,398.7%
-11,593.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.7% | -0.5% |
| 7D | -1.4% | -2.1% | +0.7% | -1.3% |
| 30D | +0.2% | -6.7% | +6.9% | +0.7% |
| 3M | -1.1% | -5.0% | +3.9% | -0.8% |
| 6M | -13.5% | +14.6% | -28.1% | -14.4% |
| YTD | -1.2% | +19.8% | -21.0% | -2.6% |
| 1Y | -1.6% | +12.6% | -14.1% | -2.8% |
| 3Y | -12.5% | +141.0% | -153.5% | -18.3% |
| 5Y | +3.0% | +47.5% | -44.5% | -1.4% |
| 10Y | +73.9% | +263.3% | -189.4% | +56.3% |
| All | +805.0% | +12,398.7% | -11,593.7% | +628.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling