+4.8%
PEP vs CHD
+31.5%
-26.7%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.0% |
| 7D | +4.6% | +2.4% | +2.2% | +3.3% |
| 30D | +14.0% | +13.9% | +0.1% | +6.9% |
| 3M | +5.4% | +8.5% | -3.1% | +1.1% |
| 6M | -5.1% | +20.4% | -25.5% | -13.6% |
| YTD | +3.1% | +34.5% | -31.4% | -6.8% |
| 1Y | +4.8% | +33.8% | -29.0% | -5.4% |
| All | +4.8% | +31.5% | -26.7% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling