+8,682.5%
JNJ vs PEP
+3,172.7%
+5,509.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -0.9% |
| 7D | +2.7% | -1.4% | +4.1% | +3.2% |
| 30D | +7.4% | +0.2% | +7.1% | +7.3% |
| 3M | +21.2% | -1.1% | +22.3% | +21.6% |
| 6M | +13.4% | -13.5% | +26.9% | +19.5% |
| YTD | +35.1% | -1.2% | +36.3% | +35.2% |
| 1Y | +57.4% | -1.6% | +59.0% | +57.5% |
| 3Y | +86.8% | -12.5% | +99.3% | +93.5% |
| 5Y | +80.8% | +3.0% | +77.8% | +75.5% |
| 10Y | +202.7% | +73.9% | +128.8% | +140.5% |
| All | +8,682.5% | +3,172.7% | +5,509.8% | +2,005.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling