+75.3%
PEP vs GILD
+163.6%
-88.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | 0.0% |
| 7D | -1.0% | -4.8% | +3.9% | +0.4% |
| 30D | -0.7% | +5.8% | -6.4% | -2.3% |
| 3M | -4.1% | +14.9% | -19.1% | -7.9% |
| 6M | -13.1% | -0.4% | -12.7% | -13.3% |
| YTD | -2.1% | +18.5% | -20.7% | -7.1% |
| 1Y | -1.7% | +25.1% | -26.8% | -8.3% |
| 3Y | -15.1% | +105.9% | -121.0% | -32.2% |
| 5Y | +3.1% | +143.0% | -139.9% | -22.4% |
| All | +75.3% | +163.6% | -88.3% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 GILD 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