+75.3%
PEP vs CDE
+61.6%
+13.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.3% |
| 7D | -1.0% | -3.1% | +2.2% | -0.8% |
| 30D | -0.7% | +9.5% | -10.1% | -1.1% |
| 3M | -4.1% | +25.5% | -29.6% | -5.2% |
| 6M | -13.1% | -7.9% | -5.2% | -13.2% |
| YTD | -2.1% | +15.6% | -17.7% | -3.6% |
| 1Y | -1.7% | +34.0% | -35.7% | -4.3% |
| 3Y | -15.1% | +791.9% | -807.0% | -27.7% |
| 5Y | +3.1% | +197.7% | -194.6% | -8.2% |
| All | +75.3% | +61.6% | +13.7% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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