+75.7%
PEP vs ETSY
+423.3%
-347.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -1.4% | -12.7% | +11.4% | -0.5% |
| 30D | -0.2% | -9.9% | +9.7% | +0.4% |
| 3M | -4.3% | +4.2% | -8.5% | -4.7% |
| 6M | -13.2% | +34.2% | -47.4% | -15.2% |
| YTD | -1.9% | +29.1% | -31.0% | -4.2% |
| 1Y | -0.3% | +23.8% | -24.1% | -2.7% |
| 3Y | -13.6% | +6.6% | -20.3% | -16.0% |
| 5Y | +3.4% | -67.0% | +70.4% | +6.1% |
| All | +75.7% | +423.3% | -347.6% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 10y: compounded portfolio wealth divided by compounded ETSY 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…
10y analysis · Full analysis span regression · 6 months rolling