+4.7%
PEP vs LIN
+61.6%
-56.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | -1.4% | -2.1% | +0.7% | -0.8% |
| 30D | +0.2% | -2.4% | +2.7% | +0.9% |
| 3M | -1.1% | -5.6% | +4.5% | +0.4% |
| 6M | -13.5% | -3.4% | -10.1% | -12.8% |
| YTD | -1.2% | +13.1% | -14.3% | -4.9% |
| 1Y | -1.6% | +2.5% | -4.0% | -2.6% |
| 3Y | -12.5% | +27.6% | -40.1% | -19.1% |
| All | +4.7% | +61.6% | -56.8% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling