-14.0%
PEP vs CART
+21.6%
-35.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.6% |
| 7D | -1.4% | +1.0% | -2.4% | -1.4% |
| 30D | +0.2% | +12.6% | -12.4% | 0.0% |
| 3M | -1.1% | +23.1% | -24.2% | -1.5% |
| 6M | -13.5% | +39.5% | -53.0% | -14.1% |
| YTD | -1.2% | +13.5% | -14.7% | -1.3% |
| 1Y | -1.6% | +14.9% | -16.4% | -1.9% |
| All | -14.0% | +21.6% | -35.6% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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