+80.3%
PEP vs CB
+246.2%
-165.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +1.0% | -1.5% | +2.5% | +1.6% |
| 30D | +12.6% | +6.5% | +6.1% | +10.1% |
| 3M | +3.1% | +4.1% | -0.9% | +1.6% |
| 6M | -6.3% | +14.4% | -20.7% | -10.9% |
| YTD | +1.9% | +17.5% | -15.6% | -4.3% |
| 1Y | +3.3% | +27.5% | -24.3% | -5.9% |
| 3Y | -4.8% | +71.6% | -76.4% | -23.1% |
| 5Y | +2.0% | +100.6% | -98.6% | -23.3% |
| 10Y | +80.3% | +243.0% | -162.7% | +10.5% |
| All | +80.3% | +246.2% | -165.9% | +10.5% |
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