+3.4%
PEP vs CDE
+202.5%
-199.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.3% |
| 7D | -1.7% | -2.0% | +0.3% | -1.7% |
| 30D | +0.3% | +15.7% | -15.4% | +0.2% |
| 3M | -3.2% | +30.5% | -33.8% | -3.5% |
| 6M | -13.6% | -7.4% | -6.2% | -13.5% |
| YTD | -1.9% | +17.9% | -19.8% | -2.2% |
| 1Y | -0.6% | +46.7% | -47.3% | -1.6% |
| 3Y | -13.6% | +851.3% | -864.9% | -20.8% |
| All | +3.4% | +202.5% | -199.1% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling