+79.1%
PEP vs HON
+136.6%
-57.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.7% |
| 7D | -1.7% | -0.6% | -1.1% | -1.5% |
| 30D | +0.3% | -15.4% | +15.7% | +5.8% |
| 3M | -3.2% | -9.1% | +5.9% | -0.8% |
| 6M | -13.6% | -17.1% | +3.5% | -8.8% |
| YTD | -1.9% | +1.5% | -3.4% | -3.9% |
| 1Y | -0.6% | -1.3% | +0.7% | -2.0% |
| 3Y | -13.6% | +19.5% | -33.1% | -21.9% |
| 5Y | +3.2% | +3.1% | +0.2% | -2.4% |
| 10Y | +79.1% | +138.4% | -59.3% | +28.7% |
| All | +79.1% | +136.6% | -57.5% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HON.
Daily Out/Under-Performance
Portfolio return minus HON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HON 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 10y: compounded portfolio wealth divided by compounded HON 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…
10y analysis · Full analysis span regression · 6 months rolling