+11.3%
PEP vs CAI
-11.0%
+22.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -1.2% |
| 7D | -1.7% | -3.1% | +1.4% | -1.7% |
| 30D | +0.3% | +2.7% | -2.4% | +0.2% |
| 3M | -3.2% | +41.7% | -44.9% | -3.6% |
| 6M | -13.6% | +26.5% | -40.0% | -13.8% |
| YTD | -1.9% | -10.9% | +9.1% | -1.6% |
| 1Y | -0.6% | -29.2% | +28.6% | +0.7% |
| All | +11.3% | -11.0% | +22.3% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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