-13.0%
PEP vs HON
+22.8%
-35.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.6% | -0.8% |
| 7D | -1.4% | -3.6% | +2.2% | -0.8% |
| 30D | +0.2% | -15.3% | +15.5% | +3.2% |
| 3M | -1.1% | -7.9% | +6.8% | 0.0% |
| 6M | -13.5% | -18.1% | +4.6% | -10.3% |
| YTD | -1.2% | +3.8% | -5.0% | -3.1% |
| 1Y | -1.6% | +0.5% | -2.0% | -2.8% |
| All | -13.0% | +22.8% | -35.7% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling