-13.8%
PEP vs CNC
-1.6%
-12.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.3% | +0.8% |
| 7D | +0.1% | -1.0% | +1.1% | +0.1% |
| 30D | +0.7% | -1.8% | +2.5% | +0.7% |
| 3M | -0.5% | -0.7% | +0.2% | -0.6% |
| 6M | -11.3% | +47.9% | -59.3% | -13.2% |
| YTD | -0.6% | +56.9% | -57.5% | -3.2% |
| 1Y | +1.7% | +123.9% | -122.3% | -3.8% |
| All | -13.8% | -1.6% | -12.2% | -13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling