+1.7%
PEP vs CAG
-15.1%
+16.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.2% |
| 7D | +0.1% | -5.3% | +5.4% | +2.3% |
| 30D | +0.7% | +1.0% | -0.3% | +0.2% |
| 3M | -0.5% | +17.4% | -17.9% | -7.2% |
| 6M | -11.3% | -16.8% | +5.5% | -5.0% |
| YTD | -0.6% | -6.8% | +6.2% | +1.4% |
| 1Y | +1.7% | -15.4% | +17.0% | +7.7% |
| All | +1.7% | -15.1% | +16.8% | +7.7% |
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