+75.3%
PEP vs CGNX
+193.6%
-118.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | -0.6% |
| 7D | -1.0% | +3.2% | -4.1% | -1.3% |
| 30D | -0.7% | +6.0% | -6.7% | -1.4% |
| 3M | -4.1% | +3.5% | -7.7% | -5.0% |
| 6M | -13.1% | +26.3% | -39.4% | -16.0% |
| YTD | -2.1% | +79.2% | -81.4% | -10.2% |
| 1Y | -1.7% | +43.8% | -45.4% | -7.7% |
| 3Y | -15.1% | +52.0% | -67.1% | -23.1% |
| 5Y | +3.1% | -24.0% | +27.2% | +3.3% |
| All | +75.3% | +193.6% | -118.3% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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