+81.9%
PEP vs LIN
+430.4%
-348.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | +6.7% | +3.6% | +3.1% | +5.3% |
| 30D | +13.5% | +6.4% | +7.1% | +10.9% |
| 3M | +3.9% | +6.5% | -2.6% | +1.5% |
| 6M | -6.0% | +4.9% | -10.8% | -7.9% |
| YTD | +2.5% | +23.4% | -21.0% | -5.9% |
| 1Y | +3.9% | +26.3% | -22.4% | -5.5% |
| 3Y | -4.7% | +38.0% | -42.6% | -17.1% |
| 5Y | +1.1% | +68.0% | -66.9% | -20.3% |
| All | +81.9% | +430.4% | -348.5% | -3.1% |
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