+91.3%
PEP vs CCL
-32.2%
+123.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | -0.9% |
| 7D | -0.3% | -0.3% | 0.0% | -0.3% |
| 30D | +11.8% | +10.3% | +1.4% | +11.1% |
| 3M | +3.7% | +6.6% | -2.9% | +3.2% |
| 6M | -4.3% | +20.0% | -24.3% | -5.5% |
| YTD | +2.1% | -1.9% | +4.0% | +1.7% |
| 1Y | +2.5% | +10.4% | -7.9% | +1.3% |
| 3Y | -5.0% | +134.8% | -139.8% | -11.3% |
| 5Y | +2.9% | +34.0% | -31.1% | -3.0% |
| All | +91.3% | -32.2% | +123.5% | +83.9% |
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