+3,159.9%
PEP vs CAG
+604.9%
+2,555.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -1.4% | -3.8% | +2.4% | -0.2% |
| 30D | +0.2% | +3.1% | -2.9% | -0.8% |
| 3M | -1.1% | +23.5% | -24.6% | -8.0% |
| 6M | -13.5% | -14.8% | +1.4% | -9.3% |
| YTD | -1.2% | -5.4% | +4.3% | 0.0% |
| 1Y | -1.6% | -11.8% | +10.2% | +1.8% |
| 3Y | -12.5% | -36.7% | +24.1% | 0.0% |
| 5Y | +3.0% | -40.3% | +43.3% | +19.4% |
| 10Y | +73.9% | -37.0% | +110.9% | +88.7% |
| All | +3,159.9% | +604.9% | +2,555.1% | +1,118.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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