+3.2%
PEP vs CB
+29.2%
-26.0%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +1.1% | -1.0% | +2.1% | +1.5% |
| 30D | +13.6% | +7.3% | +6.3% | +10.7% |
| 3M | +5.1% | +7.0% | -1.9% | +2.4% |
| 6M | -1.6% | +16.3% | -18.0% | -6.2% |
| YTD | +3.3% | +19.7% | -16.4% | -1.5% |
| 1Y | +3.2% | +27.8% | -24.6% | +1.4% |
| All | +3.2% | +29.2% | -26.0% | +1.4% |
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