+81.4%
PEP vs HSY
+125.7%
-44.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +0.1% | -1.6% | +1.7% | +0.9% |
| 30D | +0.7% | -4.2% | +4.9% | +2.9% |
| 3M | -0.5% | -0.7% | +0.2% | -0.4% |
| 6M | -11.3% | -21.8% | +10.5% | +0.1% |
| YTD | -0.6% | -2.7% | +2.1% | -0.3% |
| 1Y | +1.7% | -4.8% | +6.5% | +2.6% |
| 3Y | -12.5% | -9.4% | -3.1% | -11.2% |
| 5Y | +3.9% | +11.3% | -7.4% | -7.5% |
| All | +81.4% | +125.7% | -44.3% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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