+4.4%
PEP vs CHRW
+58.8%
-54.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.2% | +2.2% |
| 7D | +2.9% | +7.3% | -4.4% | +2.3% |
| 30D | +12.5% | -3.6% | +16.1% | +12.7% |
| 3M | +4.5% | -9.6% | +14.1% | +5.2% |
| 6M | -0.5% | -17.0% | +16.5% | +0.3% |
| YTD | +4.4% | -15.4% | +19.8% | +4.6% |
| 1Y | +4.4% | -10.0% | +14.3% | +3.9% |
| 3Y | -3.4% | +82.2% | -85.6% | -12.8% |
| All | +4.4% | +58.8% | -54.3% | -5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling