+663.6%
PEP vs CHRW
+4,173.0%
-3,509.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -0.8% |
| 7D | -1.4% | -1.4% | 0.0% | -1.2% |
| 30D | +0.2% | -3.5% | +3.7% | +0.7% |
| 3M | -1.1% | -19.4% | +18.3% | +1.7% |
| 6M | -13.5% | -21.4% | +7.9% | -11.0% |
| YTD | -1.2% | -7.1% | +5.9% | -1.4% |
| 1Y | -1.6% | +17.8% | -19.4% | -5.9% |
| 3Y | -12.5% | +78.8% | -91.3% | -23.2% |
| 5Y | +3.0% | +83.5% | -80.5% | -11.1% |
| 10Y | +73.9% | +160.2% | -86.3% | +38.9% |
| All | +663.6% | +4,173.0% | -3,509.3% | +266.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling