+91.3%
PEP vs XYZ
+638.9%
-547.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.6% |
| 7D | -1.4% | -1.0% | -0.4% | -1.4% |
| 30D | +0.2% | -1.7% | +1.9% | +0.3% |
| 3M | -1.1% | +16.7% | -17.9% | -2.2% |
| 6M | -13.5% | +26.9% | -40.3% | -15.0% |
| YTD | -1.2% | +27.1% | -28.3% | -3.2% |
| 1Y | -1.6% | +9.3% | -10.8% | -2.8% |
| 3Y | -12.5% | +42.3% | -54.8% | -17.1% |
| 5Y | +3.0% | -69.3% | +72.4% | +7.0% |
| 10Y | +73.9% | +586.8% | -512.9% | +38.5% |
| All | +91.3% | +638.9% | -547.7% | +52.6% |
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