-2.6%
PEP vs CNC
+129.2%
-131.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.7% |
| 7D | -2.4% | +3.5% | -6.0% | -2.4% |
| 30D | -0.8% | +0.1% | -0.9% | -0.8% |
| 3M | -2.2% | +6.9% | -9.1% | -2.1% |
| 6M | -14.4% | +49.0% | -63.4% | -13.9% |
| YTD | -2.2% | +62.9% | -65.1% | -1.3% |
| 1Y | -2.6% | +134.0% | -136.6% | -4.9% |
| All | -2.6% | +129.2% | -131.8% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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