+3.5%
PEP vs CB
+28.5%
-25.0%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | +1.0% | -1.5% | +2.5% | +1.7% |
| 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% | -10.1% |
| YTD | +1.9% | +17.5% | -15.6% | -2.2% |
| All | +3.5% | +28.5% | -25.0% | -0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling