+90.1%
PEP vs CNH
+113.9%
-23.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.6% | 0.0% |
| 7D | +1.1% | +6.7% | -5.6% | +0.1% |
| 30D | +13.6% | +7.2% | +6.4% | +12.4% |
| 3M | +5.1% | +17.5% | -12.4% | +2.4% |
| 6M | -1.6% | +15.0% | -16.6% | -4.2% |
| YTD | +3.3% | +36.8% | -33.4% | -2.1% |
| 1Y | +3.2% | +27.6% | -24.4% | -1.4% |
| 3Y | -3.9% | +34.3% | -38.2% | -10.6% |
| 5Y | +4.0% | -12.2% | +16.3% | +1.5% |
| 10Y | +90.1% | +113.9% | -23.7% | +52.7% |
| All | +90.1% | +113.9% | -23.7% | +52.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling