+3,159.9%
PEP vs CHD
+10,220.8%
-7,060.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.6% |
| 7D | -1.4% | -2.7% | +1.3% | -0.7% |
| 30D | +0.2% | -4.6% | +4.9% | +1.4% |
| 3M | -1.1% | +5.0% | -6.1% | -2.3% |
| 6M | -13.5% | -3.2% | -10.3% | -12.9% |
| YTD | -1.2% | +18.6% | -19.8% | -5.4% |
| 1Y | -1.6% | +4.8% | -6.4% | -3.0% |
| 3Y | -12.5% | +6.1% | -18.7% | -14.3% |
| 5Y | +3.0% | +24.0% | -20.9% | -3.0% |
| 10Y | +73.9% | +124.5% | -50.5% | +43.6% |
| All | +3,159.9% | +10,220.8% | -7,060.9% | +1,204.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling