-4.6%
PEP vs CHRW
+67.8%
-72.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.4% |
| 7D | +6.7% | +0.7% | +6.0% | +6.6% |
| 30D | +13.5% | -5.0% | +18.5% | +13.7% |
| 3M | +3.9% | -16.1% | +20.0% | +4.8% |
| 6M | -6.0% | -22.6% | +16.6% | -5.2% |
| YTD | +2.5% | -19.3% | +21.8% | +2.8% |
| 1Y | +3.9% | -14.9% | +18.9% | +3.8% |
| All | -4.6% | +67.8% | -72.4% | -11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling