-19.1%
PEP vs KVUE
-17.7%
-1.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.0% |
| 7D | +0.1% | -1.9% | +2.0% | +0.5% |
| 30D | +0.7% | -3.3% | +4.0% | +1.3% |
| 3M | -0.5% | +6.0% | -6.5% | -1.5% |
| 6M | -11.3% | +2.3% | -13.6% | -11.7% |
| YTD | -0.6% | +10.3% | -10.9% | -2.2% |
| 1Y | +1.7% | +4.6% | -2.9% | +1.0% |
| 3Y | -12.5% | -2.2% | -10.3% | -12.2% |
| All | -19.1% | -17.7% | -1.4% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KVUE.
Daily Out/Under-Performance
Portfolio return minus KVUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVUE 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 KVUE 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