+96.5%
JNJ vs PEP
+2.5%
+94.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -1.0% |
| 7D | +5.5% | +4.6% | +0.9% | +3.6% |
| 30D | +7.4% | +14.0% | -6.6% | +1.9% |
| 3M | +7.8% | +5.4% | +2.4% | +5.4% |
| 6M | +28.2% | -5.1% | +33.4% | +30.6% |
| YTD | +37.9% | +3.1% | +34.7% | +35.4% |
| 1Y | +52.4% | +4.8% | +47.6% | +48.7% |
| 3Y | +107.7% | -4.1% | +111.8% | +107.8% |
| 5Y | +96.5% | +3.0% | +93.6% | +86.6% |
| All | +96.5% | +2.5% | +94.0% | +86.6% |
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 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