+80.3%
PEP vs CHRW
+131.6%
-51.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | 0.0% |
| 7D | +1.0% | +0.2% | +0.8% | +1.0% |
| 30D | +12.6% | -9.4% | +22.0% | +14.0% |
| 3M | +3.1% | -13.3% | +16.4% | +4.9% |
| 6M | -6.3% | -24.2% | +17.9% | -3.5% |
| YTD | +1.9% | -18.9% | +20.7% | +3.0% |
| 1Y | +3.3% | -12.4% | +15.6% | +3.0% |
| 3Y | -4.8% | +72.2% | -77.1% | -18.2% |
| 5Y | +2.0% | +53.4% | -51.3% | -11.9% |
| 10Y | +80.3% | +127.0% | -46.6% | +43.3% |
| All | +80.3% | +131.6% | -51.3% | +43.3% |
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