+3.2%
PEP vs ETSY
-66.8%
+70.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +1.0% | -1.2% |
| 7D | -1.7% | -12.9% | +11.2% | -1.0% |
| 30D | +0.3% | -11.5% | +11.8% | +0.9% |
| 3M | -3.2% | +3.5% | -6.8% | -3.5% |
| 6M | -13.6% | +27.6% | -41.2% | -14.8% |
| YTD | -1.9% | +28.4% | -30.3% | -3.5% |
| 1Y | -0.6% | +27.1% | -27.7% | -2.5% |
| 3Y | -13.6% | +6.0% | -19.6% | -15.4% |
| 5Y | +3.2% | -67.1% | +70.4% | -1.1% |
| All | +3.2% | -66.8% | +70.0% | -1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling