+76.6%
PEP vs CCL
-41.5%
+118.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.7% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +0.7% | -20.0% | +20.6% | +1.9% |
| 3M | -0.5% | -13.7% | +13.1% | +0.2% |
| 6M | -11.3% | -9.0% | -2.3% | -11.1% |
| YTD | -0.6% | -22.8% | +22.2% | +0.4% |
| 1Y | +1.7% | -25.3% | +27.0% | +2.7% |
| 3Y | -12.5% | +54.1% | -66.5% | -16.3% |
| 5Y | +3.9% | +3.5% | +0.4% | -0.6% |
| 10Y | +76.6% | -41.0% | +117.6% | +65.6% |
| All | +76.6% | -41.5% | +118.0% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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