+4.0%
PEP vs CB
+105.3%
-101.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +1.1% | -1.0% | +2.1% | +1.4% |
| 30D | +13.6% | +7.3% | +6.3% | +11.0% |
| 3M | +5.1% | +7.0% | -1.9% | +2.7% |
| 6M | -1.6% | +16.3% | -18.0% | -6.5% |
| YTD | +3.3% | +19.7% | -16.4% | -2.8% |
| 1Y | +3.2% | +27.8% | -24.6% | -5.1% |
| 3Y | -3.9% | +72.0% | -75.9% | -20.2% |
| 5Y | +4.0% | +104.9% | -100.8% | -18.7% |
| All | +4.0% | +105.3% | -101.2% | -18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling