+468.0%
PEP vs CNC
+5,537.6%
-5,069.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | -0.5% |
| 7D | -1.4% | +3.5% | -4.9% | -1.8% |
| 30D | +0.2% | +0.1% | +0.2% | +0.2% |
| 3M | -1.1% | +6.9% | -8.0% | -2.0% |
| 6M | -13.5% | +49.0% | -62.5% | -17.5% |
| YTD | -1.2% | +62.9% | -64.1% | -6.9% |
| 1Y | -1.6% | +134.0% | -135.6% | -11.2% |
| 3Y | -12.5% | +9.4% | -21.9% | -16.1% |
| 5Y | +3.0% | +4.1% | -1.1% | -1.3% |
| 10Y | +73.9% | +95.4% | -21.5% | +54.2% |
| All | +468.0% | +5,537.6% | -5,069.6% | +241.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling