-3.4%
PEP vs CDE
+563.3%
-566.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.5% | +2.2% |
| 7D | +2.9% | -9.6% | +12.5% | +2.7% |
| 30D | +12.5% | -6.7% | +19.2% | +12.4% |
| 3M | +4.5% | -24.2% | +28.8% | +4.1% |
| 6M | -0.5% | -29.1% | +28.6% | -0.8% |
| YTD | +4.4% | -21.5% | +25.9% | +4.4% |
| 1Y | +4.4% | -7.4% | +11.7% | +4.6% |
| 3Y | -3.4% | +596.3% | -599.7% | -5.5% |
| All | -3.4% | +563.3% | -566.7% | -5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling