+3,159.9%
PEP vs CVS
+1,935.3%
+1,224.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -1.4% | +4.0% | -5.4% | -2.3% |
| 30D | +0.2% | -2.4% | +2.6% | +0.7% |
| 3M | -1.1% | +2.7% | -3.8% | -1.9% |
| 6M | -13.5% | +21.9% | -35.4% | -17.9% |
| YTD | -1.2% | +24.7% | -25.9% | -7.2% |
| 1Y | -1.6% | +35.4% | -37.0% | -9.5% |
| 3Y | -12.5% | +65.2% | -77.7% | -25.6% |
| 5Y | +3.0% | +30.5% | -27.5% | -8.0% |
| 10Y | +73.9% | +40.4% | +33.5% | +47.0% |
| All | +3,159.9% | +1,935.3% | +1,224.7% | +1,072.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 CVS 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