+3.3%
PEP vs CAG
-38.4%
+41.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -1.0% |
| 7D | +6.7% | +11.4% | -4.7% | +1.7% |
| 30D | +13.5% | +16.7% | -3.1% | +5.8% |
| 3M | +3.9% | +4.5% | -0.6% | +1.4% |
| 6M | -6.0% | +13.3% | -19.3% | -11.8% |
| YTD | +2.5% | -4.2% | +6.6% | +3.0% |
| 1Y | +3.9% | -2.9% | +6.9% | +3.8% |
| 3Y | -4.7% | -33.2% | +28.5% | +11.5% |
| All | +3.3% | -38.4% | +41.7% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling