+99.6%
PEP vs XYZ
+664.1%
-564.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.4% | +4.6% | +1.4% |
| 7D | +4.6% | +12.6% | -8.0% | +3.8% |
| 30D | +14.0% | +10.8% | +3.2% | +13.2% |
| 3M | +5.4% | +8.4% | -3.0% | +4.7% |
| 6M | -5.1% | +14.3% | -19.5% | -6.2% |
| YTD | +3.1% | +31.5% | -28.4% | +0.7% |
| 1Y | +4.8% | +28.1% | -23.3% | +2.4% |
| 3Y | -4.1% | +66.2% | -70.3% | -10.2% |
| 5Y | +3.0% | -62.3% | +65.3% | +5.0% |
| 10Y | +89.6% | +634.6% | -545.0% | +50.4% |
| All | +99.6% | +664.1% | -564.5% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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