+3.9%
PEP vs CHRW
-16.7%
+20.6%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.4% | -0.9% |
| 7D | +2.9% | +0.6% | +2.3% | +2.9% |
| 30D | +14.2% | -7.3% | +21.5% | +14.5% |
| 3M | +3.2% | -14.2% | +17.4% | +3.6% |
| 6M | -7.4% | -25.1% | +17.6% | -7.2% |
| YTD | +1.5% | -21.2% | +22.6% | +0.7% |
| 1Y | +3.9% | -14.2% | +18.0% | +1.3% |
| All | +3.9% | -16.7% | +20.6% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling