+71.0%
UBER vs PEP
+36.9%
+34.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.4% |
| 7D | -7.0% | -1.7% | -5.3% | -6.6% |
| 30D | -8.9% | +0.3% | -9.2% | -9.0% |
| 3M | +1.0% | -3.2% | +4.2% | +2.0% |
| 6M | -3.7% | -13.6% | +9.8% | 0.0% |
| YTD | -13.0% | -1.9% | -11.1% | -13.2% |
| 1Y | -25.5% | -0.6% | -24.9% | -26.3% |
| 3Y | +50.5% | -13.6% | +64.1% | +54.1% |
| 5Y | +76.2% | +3.2% | +72.9% | +64.0% |
| All | +71.0% | +36.9% | +34.0% | +35.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling