-7.4%
PEP vs CAPR
-72.8%
+65.4%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.7% | -5.6% | -0.9% |
| 7D | +2.9% | +41.1% | -38.2% | +3.6% |
| 30D | +14.2% | +11.1% | +3.1% | +14.5% |
| 3M | +3.2% | +115.3% | -112.1% | +5.1% |
| 6M | -7.4% | -73.8% | +66.4% | -14.8% |
| All | -7.4% | -72.8% | +65.4% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 6mo: compounded portfolio wealth divided by compounded CAPR 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…
6mo analysis · Full analysis span regression · 6 months rolling