+12.7%
PEP vs CAI
-8.1%
+20.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.6% |
| 7D | +0.1% | +0.2% | -0.1% | +0.1% |
| 30D | +0.7% | +9.1% | -8.5% | +0.5% |
| 3M | -0.5% | +53.8% | -54.3% | -1.0% |
| 6M | -11.3% | +33.5% | -44.8% | -11.6% |
| YTD | -0.6% | -8.0% | +7.4% | -0.4% |
| 1Y | +1.7% | -28.7% | +30.4% | +3.2% |
| All | +12.7% | -8.1% | +20.8% | +11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling