+75.7%
PEP vs PSX
+384.6%
-308.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | +0.1% |
| 7D | -1.4% | +1.5% | -2.9% | -1.5% |
| 30D | -0.2% | +15.8% | -16.0% | -2.0% |
| 3M | -4.3% | +43.0% | -47.3% | -8.5% |
| 6M | -13.2% | +61.1% | -74.3% | -18.4% |
| YTD | -1.9% | +104.5% | -106.4% | -10.6% |
| 1Y | -0.3% | +102.5% | -102.9% | -9.2% |
| 3Y | -13.6% | +133.5% | -147.1% | -23.8% |
| 5Y | +3.4% | +367.0% | -363.6% | -19.5% |
| All | +75.7% | +384.6% | -308.9% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PSX 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling