+81.4%
PEP vs CHD
+127.0%
-45.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.6% |
| 7D | +0.1% | -2.9% | +3.0% | +1.5% |
| 30D | +0.7% | -6.2% | +6.9% | +3.7% |
| 3M | -0.5% | +1.6% | -2.1% | -1.4% |
| 6M | -11.3% | -3.5% | -7.8% | -10.1% |
| YTD | -0.6% | +16.2% | -16.8% | -7.7% |
| 1Y | +1.7% | +3.4% | -1.7% | -0.6% |
| 3Y | -12.5% | +4.6% | -17.1% | -15.7% |
| 5Y | +3.9% | +21.1% | -17.2% | -8.0% |
| All | +81.4% | +127.0% | -45.6% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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