+75.7%
PEP vs PSX
+388.9%
-313.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.3% |
| 7D | -1.7% | +1.8% | -3.5% | -1.9% |
| 30D | +0.3% | +21.6% | -21.3% | -2.1% |
| 3M | -3.2% | +46.5% | -49.7% | -7.7% |
| 6M | -13.6% | +62.0% | -75.6% | -18.8% |
| YTD | -1.9% | +106.3% | -108.2% | -10.6% |
| 1Y | -0.6% | +103.0% | -103.6% | -9.5% |
| 3Y | -13.6% | +135.5% | -149.1% | -23.9% |
| 5Y | +3.2% | +368.5% | -365.3% | -19.6% |
| All | +75.7% | +388.9% | -313.1% | +27.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling