+157.0%
PEP vs CNH
+64.7%
+92.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.7% | -1.1% |
| 7D | -1.4% | +23.3% | -24.7% | -4.0% |
| 30D | +0.2% | +33.5% | -33.2% | -3.4% |
| 3M | -1.1% | +32.7% | -33.8% | -4.9% |
| 6M | -13.5% | +22.2% | -35.7% | -16.1% |
| YTD | -1.2% | +57.7% | -58.9% | -7.4% |
| 1Y | -1.6% | +28.0% | -29.5% | -5.4% |
| 3Y | -12.5% | +11.5% | -24.1% | -15.6% |
| 5Y | +3.0% | +11.9% | -8.8% | -2.5% |
| 10Y | +73.9% | +162.8% | -88.9% | +38.3% |
| All | +157.0% | +64.7% | +92.3% | +111.2% |
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