+91.3%
PEP vs CHRW
+128.5%
-37.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.6% | -1.2% |
| 7D | -0.3% | +4.7% | -5.1% | -1.0% |
| 30D | +11.8% | -2.6% | +14.3% | +11.9% |
| 3M | +3.7% | -8.0% | +11.7% | +4.5% |
| 6M | -4.3% | -19.0% | +14.7% | -2.4% |
| YTD | +2.1% | -15.5% | +17.6% | +2.7% |
| 1Y | +2.5% | -10.8% | +13.3% | +2.1% |
| 3Y | -5.0% | +79.8% | -84.8% | -19.0% |
| 5Y | +2.9% | +59.3% | -56.4% | -11.8% |
| All | +91.3% | +128.5% | -37.3% | +47.5% |
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