+165.6%
PEP vs CNH
+36.9%
+128.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +3.0% | -0.7% |
| 7D | -0.3% | +6.4% | -6.7% | -1.2% |
| 30D | +11.8% | -1.6% | +13.4% | +11.8% |
| 3M | +3.7% | +11.6% | -7.9% | +1.8% |
| 6M | -4.3% | +12.5% | -16.8% | -6.4% |
| YTD | +2.1% | +31.1% | -28.9% | -2.4% |
| 1Y | +2.5% | +17.0% | -14.5% | -0.7% |
| 3Y | -5.0% | +28.7% | -33.8% | -10.6% |
| 5Y | +2.9% | -17.4% | +20.3% | +1.2% |
| 10Y | +87.9% | +105.0% | -17.0% | +53.4% |
| All | +165.6% | +36.9% | +128.8% | +122.6% |
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 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