-13.0%
PEP vs PSX
+134.9%
-147.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | -1.4% | +4.5% | -5.9% | -1.7% |
| 30D | +0.2% | +26.6% | -26.4% | -1.3% |
| 3M | -1.1% | +39.3% | -40.4% | -3.3% |
| 6M | -13.5% | +56.8% | -70.3% | -16.2% |
| YTD | -1.2% | +101.8% | -103.0% | -6.1% |
| 1Y | -1.6% | +99.6% | -101.2% | -6.4% |
| All | -13.0% | +134.9% | -147.9% | -23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling