-11.9%
PEP vs CNH
+9.6%
-21.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.7% | -0.9% |
| 7D | -1.4% | +23.3% | -24.7% | -2.6% |
| 30D | +0.2% | +33.5% | -33.2% | -1.5% |
| 3M | -1.1% | +32.7% | -33.8% | -2.9% |
| 6M | -13.5% | +22.2% | -35.7% | -14.7% |
| YTD | -1.2% | +57.7% | -58.9% | -4.1% |
| 1Y | -1.6% | +28.0% | -29.5% | -3.4% |
| All | -11.9% | +9.6% | -21.5% | -11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling