+3,260.6%
PEP vs HSY
+4,411.2%
-1,150.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +1.4% |
| 7D | +1.0% | +1.3% | -0.3% | +0.5% |
| 30D | +12.6% | +6.6% | +6.0% | +9.7% |
| 3M | +3.1% | -4.1% | +7.3% | +4.7% |
| 6M | -6.3% | -5.2% | -1.0% | -4.6% |
| YTD | +1.9% | -2.5% | +4.4% | +2.2% |
| 1Y | +3.3% | +4.7% | -1.5% | +0.6% |
| 3Y | -4.8% | +0.6% | -5.4% | -7.5% |
| 5Y | +2.0% | +11.7% | -9.6% | -4.9% |
| 10Y | +80.3% | +120.0% | -39.7% | +30.1% |
| All | +3,260.6% | +4,411.2% | -1,150.6% | +523.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling