+91.3%
PEP vs CAH
+412.5%
-321.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -0.3% | +3.9% | -4.2% | -1.1% |
| 30D | +11.8% | +16.0% | -4.3% | +8.3% |
| 3M | +3.7% | +19.1% | -15.4% | -0.2% |
| 6M | -4.3% | +53.0% | -57.4% | -12.7% |
| YTD | +2.1% | +36.6% | -34.5% | -4.9% |
| 1Y | +2.5% | +37.4% | -34.9% | -4.7% |
| 3Y | -5.0% | +178.8% | -183.9% | -25.7% |
| 5Y | +2.9% | +498.6% | -495.7% | -33.6% |
| All | +91.3% | +412.5% | -321.3% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 10y: compounded portfolio wealth divided by compounded CAH 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…
10y analysis · Full analysis span regression · 6 months rolling