+3,136.7%
PEP vs CGNX
+12,360.6%
-9,223.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -1.4% | +1.5% | -2.8% | -1.5% |
| 30D | -0.2% | -1.8% | +1.6% | -0.2% |
| 3M | -4.3% | +5.3% | -9.6% | -5.0% |
| 6M | -13.2% | +22.3% | -35.5% | -15.1% |
| YTD | -1.9% | +72.2% | -74.1% | -7.2% |
| 1Y | -0.3% | +39.8% | -40.2% | -4.4% |
| 3Y | -13.6% | +44.8% | -58.4% | -18.6% |
| 5Y | +3.4% | -27.0% | +30.4% | +1.9% |
| 10Y | +79.0% | +177.7% | -98.7% | +55.9% |
| All | +3,136.7% | +12,360.6% | -9,223.9% | +1,473.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling