+4.7%
PEP vs CB
+99.7%
-95.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.3% |
| 3M | -1.1% | +9.0% | -10.1% | -3.9% |
| 6M | -13.5% | +2.9% | -16.3% | -14.4% |
| YTD | -1.2% | +10.1% | -11.3% | -4.4% |
| 1Y | -1.6% | +22.8% | -24.3% | -8.4% |
| 3Y | -12.5% | +73.8% | -86.3% | -27.7% |
| All | +4.7% | +99.7% | -95.0% | -18.0% |
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