+82.5%
UBER vs PEP
+5.3%
+77.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.5% |
| 7D | -2.8% | +0.1% | -2.9% | -2.8% |
| 30D | -2.5% | +0.7% | -3.2% | -2.6% |
| 3M | +4.4% | -0.5% | +4.9% | +4.5% |
| 6M | -2.7% | -11.3% | +8.6% | -2.2% |
| YTD | -10.5% | -0.6% | -9.9% | -10.8% |
| 1Y | -22.5% | +1.7% | -24.2% | -23.0% |
| 3Y | +54.8% | -12.5% | +67.3% | +57.4% |
| 5Y | +82.5% | +3.9% | +78.6% | +74.4% |
| All | +82.5% | +5.3% | +77.2% | +74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling