+2.0%
PEP vs PSX
+289.8%
-287.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.0% | -2.6% | +0.2% |
| 7D | +1.0% | -8.0% | +9.0% | +1.5% |
| 30D | +12.6% | -9.0% | +21.7% | +13.2% |
| 3M | +3.1% | +24.7% | -21.6% | +1.7% |
| 6M | -6.3% | +49.3% | -55.6% | -8.6% |
| YTD | +1.9% | +100.2% | -98.3% | -2.7% |
| 1Y | +3.3% | +88.8% | -85.6% | -1.0% |
| 3Y | -4.8% | +152.5% | -157.3% | -11.5% |
| 5Y | +2.0% | +283.2% | -281.2% | -6.3% |
| All | +2.0% | +289.8% | -287.8% | -6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling