+691.8%
PEP vs CHRW
+3,613.5%
-2,921.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.8% |
| 7D | +6.7% | +0.7% | +6.0% | +6.5% |
| 30D | +13.5% | -5.0% | +18.5% | +14.2% |
| 3M | +3.9% | -16.1% | +20.0% | +6.3% |
| 6M | -6.0% | -22.6% | +16.6% | -3.2% |
| YTD | +2.5% | -19.3% | +21.8% | +4.1% |
| 1Y | +3.9% | -14.9% | +18.9% | +4.7% |
| 3Y | -4.7% | +68.0% | -72.7% | -15.9% |
| 5Y | +1.1% | +53.2% | -52.1% | -10.6% |
| 10Y | +83.8% | +134.8% | -51.0% | +48.6% |
| All | +691.8% | +3,613.5% | -2,921.7% | +287.1% |
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