+54.9%
JNJ vs PEP
0.0%
+55.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | -4.3% | -1.4% | -3.0% | -3.8% |
| 30D | +3.0% | -0.2% | +3.2% | +3.1% |
| 3M | +12.2% | -4.3% | +16.5% | +14.0% |
| 6M | +10.5% | -13.2% | +23.7% | +15.8% |
| YTD | +30.8% | -1.9% | +32.7% | +31.6% |
| 1Y | +54.9% | -0.3% | +55.3% | +56.6% |
| All | +54.9% | 0.0% | +55.0% | +56.6% |
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