+321.5%
PEP vs LYV
+1,446.8%
-1,125.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | -1.0% | -1.9% | +1.0% | -0.8% |
| 30D | -0.7% | -8.2% | +7.5% | +0.2% |
| 3M | -4.1% | -1.3% | -2.9% | -4.1% |
| 6M | -13.1% | +2.6% | -15.7% | -13.4% |
| YTD | -2.1% | +19.4% | -21.5% | -4.2% |
| 1Y | -1.7% | -2.2% | +0.6% | -1.9% |
| 3Y | -15.1% | +106.0% | -121.1% | -22.2% |
| 5Y | +3.1% | +97.7% | -94.5% | -6.7% |
| 10Y | +78.6% | +560.5% | -481.9% | +37.3% |
| All | +321.5% | +1,446.8% | -1,125.3% | +192.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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