+3,260.6%
PEP vs CAG
+604.3%
+2,656.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +1.0% | +4.6% | -3.5% | -0.5% |
| 30D | +12.6% | +14.7% | -2.0% | +7.5% |
| 3M | +3.1% | +2.4% | +0.8% | +2.1% |
| 6M | -6.3% | +10.7% | -17.0% | -9.8% |
| YTD | +1.9% | -5.5% | +7.4% | +2.9% |
| 1Y | +3.3% | -4.6% | +7.9% | +3.9% |
| 3Y | -4.8% | -34.4% | +29.6% | +7.4% |
| 5Y | +2.0% | -39.2% | +41.2% | +17.3% |
| 10Y | +80.3% | -39.0% | +119.3% | +97.5% |
| All | +3,260.6% | +604.3% | +2,656.3% | +1,153.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling