+75.7%
PEP vs SYK
+173.6%
-97.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | +0.6% |
| 7D | -1.4% | -12.3% | +11.0% | +2.4% |
| 30D | -0.2% | -22.4% | +22.2% | +7.5% |
| 3M | -4.3% | -12.3% | +8.0% | -1.0% |
| 6M | -13.2% | -24.3% | +11.1% | -6.4% |
| YTD | -1.9% | -22.8% | +20.9% | +5.0% |
| 1Y | -0.3% | -28.8% | +28.4% | +9.2% |
| 3Y | -13.6% | -4.0% | -9.6% | -15.2% |
| 5Y | +3.4% | +3.8% | -0.5% | -3.2% |
| All | +75.7% | +173.6% | -97.9% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 SYK 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