+3,269.6%
PEP vs HON
+6,078.4%
-2,808.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.7% | -0.7% |
| 7D | -0.3% | +3.6% | -3.9% | -1.2% |
| 30D | +11.8% | +7.8% | +4.0% | +9.7% |
| 3M | +3.7% | -4.8% | +8.4% | +4.7% |
| 6M | -4.3% | -1.7% | -2.6% | -4.6% |
| YTD | +2.1% | +10.7% | -8.5% | -1.2% |
| 1Y | +2.5% | +7.8% | -5.2% | -0.2% |
| 3Y | -5.0% | +28.1% | -33.1% | -12.1% |
| 5Y | +2.9% | +12.2% | -9.3% | -2.4% |
| 10Y | +87.9% | +155.7% | -67.8% | +45.8% |
| All | +3,269.6% | +6,078.4% | -2,808.8% | +844.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling