+440.4%
PEP vs SNY
+242.6%
+197.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | -1.7% | -3.6% | +2.0% | -0.7% |
| 30D | +0.3% | -1.4% | +1.8% | +0.7% |
| 3M | -3.2% | -4.2% | +1.0% | -2.2% |
| 6M | -13.6% | +2.0% | -15.6% | -14.3% |
| YTD | -1.9% | -6.7% | +4.8% | -0.4% |
| 1Y | -0.6% | -4.7% | +4.1% | +0.1% |
| 3Y | -13.6% | -8.1% | -5.5% | -13.7% |
| 5Y | +3.2% | +8.2% | -5.0% | -3.1% |
| 10Y | +79.1% | +64.8% | +14.3% | +47.9% |
| All | +440.4% | +242.6% | +197.8% | +223.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 all: compounded portfolio wealth divided by compounded SNY 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…
all analysis · Full analysis span regression · 6 months rolling