-26.2%
UBER vs PEP
+2.4%
-28.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.8% | +1.2% | +4.3% |
| 7D | +7.0% | +7.4% | -0.3% | +5.9% |
| 30D | +0.6% | +13.3% | -12.8% | -1.0% |
| 3M | -2.9% | +3.5% | -6.4% | -3.5% |
| 6M | -5.5% | -5.9% | +0.4% | -7.8% |
| YTD | -14.5% | +2.3% | -16.7% | -14.7% |
| 1Y | -26.2% | +3.7% | -29.9% | -27.5% |
| All | -26.2% | +2.4% | -28.6% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 1y: compounded portfolio wealth divided by compounded PEP 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…
1y analysis · Full analysis span regression · 6 months rolling