+3,301.6%
PEP vs HON
+6,210.3%
-2,908.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.6% | +1.3% |
| 7D | +4.6% | +1.9% | +2.8% | +4.1% |
| 30D | +14.0% | +9.9% | +4.1% | +11.4% |
| 3M | +5.4% | -5.8% | +11.2% | +6.6% |
| 6M | -5.1% | +3.0% | -8.1% | -6.5% |
| YTD | +3.1% | +13.1% | -9.9% | -0.8% |
| 1Y | +4.8% | +13.2% | -8.4% | +0.8% |
| 3Y | -4.1% | +30.8% | -34.9% | -11.7% |
| 5Y | +3.0% | +13.0% | -10.1% | -2.5% |
| 10Y | +89.6% | +161.3% | -71.7% | +46.4% |
| All | +3,301.6% | +6,210.3% | -2,908.7% | +848.2% |
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