+168.2%
PEP vs CNH
+40.2%
+128.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.4% | +5.6% | +1.7% |
| 7D | +4.6% | +4.5% | +0.1% | +4.0% |
| 30D | +14.0% | +7.6% | +6.4% | +12.8% |
| 3M | +5.4% | +17.0% | -11.6% | +2.9% |
| 6M | -5.1% | +12.9% | -18.1% | -7.3% |
| YTD | +3.1% | +34.3% | -31.1% | -1.7% |
| 1Y | +4.8% | +28.5% | -23.8% | +0.3% |
| 3Y | -4.1% | +31.9% | -36.0% | -10.0% |
| 5Y | +3.0% | -9.6% | +12.6% | 0.0% |
| 10Y | +89.6% | +106.3% | -16.7% | +54.6% |
| All | +168.2% | +40.2% | +128.0% | +124.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling