-4.6%
PEP vs CCL
+137.7%
-142.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.7% | +0.3% |
| 7D | +6.7% | +2.6% | +4.1% | +6.6% |
| 30D | +13.5% | +11.3% | +2.2% | +13.3% |
| 3M | +3.9% | +0.3% | +3.7% | +3.8% |
| 6M | -6.0% | +16.1% | -22.1% | -6.3% |
| YTD | +2.5% | -1.6% | +4.0% | +2.2% |
| 1Y | +3.9% | +11.8% | -7.8% | +3.5% |
| All | -4.6% | +137.7% | -142.3% | -6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling