+4.7%
PEP vs HSY
+10.4%
-5.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.2% |
| 7D | -1.4% | -3.3% | +1.9% | +0.1% |
| 30D | +0.2% | -2.8% | +3.1% | +1.5% |
| 3M | -1.1% | -4.5% | +3.4% | +0.7% |
| 6M | -13.5% | -24.2% | +10.7% | -2.6% |
| YTD | -1.2% | -2.7% | +1.5% | -0.8% |
| 1Y | -1.6% | -3.7% | +2.2% | -1.2% |
| 3Y | -12.5% | -11.5% | -1.0% | -9.4% |
| All | +4.7% | +10.4% | -5.6% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling