+4.4%
PEP vs CAG
-9.3%
+13.6%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +1.7% |
| 7D | +2.9% | -3.3% | +6.2% | +4.3% |
| 30D | +12.5% | +7.7% | +4.8% | +9.0% |
| 3M | +4.5% | -3.2% | +7.7% | +5.4% |
| 6M | -0.5% | +7.0% | -7.5% | -3.9% |
| YTD | +4.4% | -9.0% | +13.4% | +7.1% |
| 1Y | +4.4% | -9.6% | +14.0% | +7.3% |
| All | +4.4% | -9.3% | +13.6% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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