-12.5%
PEP vs CAH
+184.7%
-197.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +0.9% |
| 7D | +0.1% | +0.5% | -0.4% | 0.0% |
| 30D | +0.7% | +1.7% | -1.1% | +0.4% |
| 3M | -0.5% | +17.9% | -18.4% | -2.2% |
| 6M | -11.3% | +10.9% | -22.2% | -12.3% |
| YTD | -0.6% | +17.9% | -18.5% | -2.4% |
| 1Y | +1.7% | +61.7% | -60.0% | -3.6% |
| 3Y | -12.5% | +183.7% | -196.2% | -23.3% |
| All | -12.5% | +184.7% | -197.2% | -23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling