-2.6%
PEP vs CNH
+29.2%
-31.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.0% | -5.8% | -1.9% |
| 7D | -2.4% | +23.3% | -25.7% | -3.3% |
| 30D | -0.8% | +33.5% | -34.3% | -2.0% |
| 3M | -2.2% | +32.7% | -34.9% | -3.4% |
| 6M | -14.4% | +22.2% | -36.6% | -15.3% |
| YTD | -2.2% | +57.7% | -59.9% | -2.7% |
| 1Y | -2.6% | +28.0% | -30.6% | -7.3% |
| All | -2.6% | +29.2% | -31.8% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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