-4.1%
PEP vs HON
+32.3%
-36.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.6% | +1.3% |
| 7D | +4.6% | +1.9% | +2.8% | +4.3% |
| 30D | +14.0% | +9.9% | +4.1% | +12.2% |
| 3M | +5.4% | -5.8% | +11.2% | +6.4% |
| 6M | -5.1% | +3.0% | -8.1% | -6.3% |
| YTD | +3.1% | +13.1% | -9.9% | -0.2% |
| 1Y | +4.8% | +13.2% | -8.4% | +1.3% |
| 3Y | -4.1% | +30.8% | -34.9% | -13.9% |
| All | -4.1% | +32.3% | -36.4% | -13.9% |
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