+114.7%
PEP vs ETSY
+187.1%
-72.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.2% |
| 7D | +2.9% | -1.0% | +3.9% | +3.0% |
| 30D | +12.5% | +7.3% | +5.2% | +12.0% |
| 3M | +4.5% | +10.3% | -5.8% | +3.8% |
| 6M | -0.5% | +55.1% | -55.5% | -3.3% |
| YTD | +4.4% | +60.5% | -56.1% | +0.8% |
| 1Y | +4.4% | +52.2% | -47.8% | +1.1% |
| 3Y | -3.4% | +40.8% | -44.2% | -7.3% |
| 5Y | +5.2% | -67.3% | +72.5% | +7.7% |
| 10Y | +92.1% | +659.4% | -567.3% | +63.3% |
| All | +114.7% | +187.1% | -72.4% | +80.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling