+80.0%
JNJ vs PEP
+5.3%
+74.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.5% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | +4.3% | +0.7% | +3.7% | +4.0% |
| 3M | +16.5% | -0.5% | +17.0% | +16.6% |
| 6M | +13.1% | -11.3% | +24.5% | +18.5% |
| YTD | +32.1% | -0.6% | +32.7% | +31.8% |
| 1Y | +54.5% | +1.7% | +52.8% | +52.4% |
| 3Y | +82.5% | -12.5% | +95.0% | +90.6% |
| 5Y | +80.0% | +3.9% | +76.1% | +69.4% |
| All | +80.0% | +5.3% | +74.7% | +69.4% |
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