+3.7%
PEP vs CNC
+122.0%
-118.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +12.6% | -8.9% | +3.3% |
| 7D | +7.4% | +13.4% | -6.0% | +6.8% |
| 30D | +13.3% | +18.2% | -4.9% | +12.7% |
| 3M | +3.5% | +18.6% | -15.2% | +2.9% |
| 6M | -5.9% | +41.9% | -47.8% | -6.6% |
| YTD | +2.3% | +84.7% | -82.5% | +1.2% |
| 1Y | +3.7% | +110.5% | -106.8% | +1.9% |
| All | +3.7% | +122.0% | -118.3% | +1.9% |
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