+3.9%
PEP vs PSX
+349.1%
-345.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.5% |
| 7D | +0.1% | +2.8% | -2.7% | -0.1% |
| 30D | +0.7% | +27.8% | -27.1% | -0.8% |
| 3M | -0.5% | +42.0% | -42.6% | -2.6% |
| 6M | -11.3% | +58.1% | -69.4% | -13.8% |
| YTD | -0.6% | +105.0% | -105.6% | -5.0% |
| 1Y | +1.7% | +104.9% | -103.3% | -2.9% |
| 3Y | -12.5% | +134.1% | -146.5% | -18.1% |
| 5Y | +3.9% | +363.8% | -359.9% | -6.1% |
| All | +3.9% | +349.1% | -345.3% | -6.1% |
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 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