+3,159.9%
PEP vs CAH
+15,076.3%
-11,916.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -1.4% | +5.4% | -6.8% | -2.4% |
| 30D | +0.2% | +3.3% | -3.1% | -0.5% |
| 3M | -1.1% | +22.8% | -23.9% | -5.1% |
| 6M | -13.5% | +11.3% | -24.7% | -15.5% |
| YTD | -1.2% | +21.1% | -22.3% | -5.3% |
| 1Y | -1.6% | +67.2% | -68.8% | -11.8% |
| 3Y | -12.5% | +195.6% | -208.1% | -30.7% |
| 5Y | +3.0% | +413.8% | -410.8% | -27.5% |
| 10Y | +73.9% | +309.6% | -235.7% | +22.0% |
| All | +3,159.9% | +15,076.3% | -11,916.4% | +863.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling