+3.2%
PEP vs CHD
+19.3%
-16.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.6% |
| 7D | -1.7% | -4.2% | +2.5% | +0.2% |
| 30D | +0.3% | -7.6% | +7.9% | +3.9% |
| 3M | -3.2% | -1.6% | -1.6% | -2.6% |
| 6M | -13.6% | -6.3% | -7.3% | -11.3% |
| YTD | -1.9% | +14.6% | -16.5% | -7.8% |
| 1Y | -0.6% | +1.6% | -2.2% | -1.6% |
| 3Y | -13.6% | +3.1% | -16.7% | -15.6% |
| 5Y | +3.2% | +21.1% | -17.8% | -7.7% |
| All | +3.2% | +19.3% | -16.1% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling