+73.8%
PEP vs CB
+218.6%
-144.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.3% | 0.0% |
| 7D | -1.4% | +0.5% | -1.9% | -1.6% |
| 30D | +0.2% | -3.1% | +3.3% | +1.4% |
| 3M | -1.1% | +9.0% | -10.1% | -4.3% |
| 6M | -13.5% | +2.9% | -16.3% | -14.5% |
| YTD | -1.2% | +10.1% | -11.3% | -4.9% |
| 1Y | -1.6% | +22.8% | -24.3% | -9.2% |
| 3Y | -12.5% | +73.8% | -86.3% | -29.7% |
| 5Y | +3.0% | +99.2% | -96.1% | -22.5% |
| All | +73.8% | +218.6% | -144.8% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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