+76.6%
PEP vs CHRW
+168.2%
-91.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.4% |
| 7D | +0.1% | +1.9% | -1.8% | -0.2% |
| 30D | +0.7% | +0.9% | -0.3% | +0.5% |
| 3M | -0.5% | -19.9% | +19.3% | +2.2% |
| 6M | -11.3% | -15.8% | +4.5% | -9.8% |
| YTD | -0.6% | -5.6% | +5.0% | -1.3% |
| 1Y | +1.7% | +21.0% | -19.4% | -3.7% |
| 3Y | -12.5% | +86.0% | -98.5% | -25.0% |
| 5Y | +3.9% | +88.6% | -84.7% | -13.4% |
| 10Y | +76.6% | +169.3% | -92.7% | +31.4% |
| All | +76.6% | +168.2% | -91.6% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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