+44.2%
PEP vs CARR
+441.9%
-397.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -0.7% |
| 7D | -1.4% | +1.6% | -3.0% | -1.5% |
| 30D | +0.2% | -8.7% | +9.0% | +0.8% |
| 3M | -1.1% | -12.6% | +11.5% | -0.4% |
| 6M | -13.5% | -1.5% | -11.9% | -13.8% |
| YTD | -1.2% | +14.3% | -15.5% | -2.6% |
| 1Y | -1.6% | -4.6% | +3.0% | -1.8% |
| 3Y | -12.5% | +7.3% | -19.9% | -14.3% |
| 5Y | +3.0% | +11.6% | -8.6% | -1.7% |
| All | +44.2% | +441.9% | -397.8% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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