+3.2%
PEP vs CNC
+2.3%
+0.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | -1.7% | -4.9% | +3.2% | -1.3% |
| 30D | +0.3% | -3.8% | +4.1% | +0.6% |
| 3M | -3.2% | -3.2% | 0.0% | -3.1% |
| 6M | -13.6% | +47.9% | -61.5% | -16.9% |
| YTD | -1.9% | +55.7% | -57.5% | -6.3% |
| 1Y | -0.6% | +106.2% | -106.9% | -8.5% |
| 3Y | -13.6% | -2.1% | -11.5% | -14.5% |
| 5Y | +3.2% | +3.4% | -0.2% | +3.4% |
| All | +3.2% | +2.3% | +0.9% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling