+4.7%
PEP vs CNH
+11.5%
-6.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.7% | -0.9% |
| 7D | -1.4% | +23.3% | -24.7% | -2.9% |
| 30D | +0.2% | +33.5% | -33.2% | -1.9% |
| 3M | -1.1% | +32.7% | -33.8% | -3.3% |
| 6M | -13.5% | +22.2% | -35.7% | -15.0% |
| YTD | -1.2% | +57.7% | -58.9% | -4.8% |
| 1Y | -1.6% | +28.0% | -29.5% | -3.8% |
| 3Y | -12.5% | +11.5% | -24.1% | -14.0% |
| All | +4.7% | +11.5% | -6.7% | +1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling