+73.8%
PEP vs LIN
+358.9%
-285.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | -1.4% | -2.1% | +0.7% | -0.6% |
| 30D | +0.2% | -2.4% | +2.7% | +1.2% |
| 3M | -1.1% | -5.6% | +4.5% | +0.9% |
| 6M | -13.5% | -3.4% | -10.1% | -12.6% |
| YTD | -1.2% | +13.1% | -14.3% | -6.2% |
| 1Y | -1.6% | +2.5% | -4.0% | -3.1% |
| 3Y | -12.5% | +27.6% | -40.1% | -21.7% |
| 5Y | +3.0% | +63.0% | -60.0% | -18.3% |
| All | +73.8% | +358.9% | -285.0% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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