+4.4%
PEP vs CDE
+95.5%
-91.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.5% | +2.3% |
| 7D | +2.9% | -9.6% | +12.5% | +3.0% |
| 30D | +12.5% | -6.7% | +19.2% | +12.5% |
| 3M | +4.5% | -24.2% | +28.8% | +4.7% |
| 6M | -0.5% | -29.1% | +28.6% | -0.3% |
| YTD | +4.4% | -21.5% | +25.9% | +4.3% |
| 1Y | +4.4% | -7.4% | +11.7% | +3.9% |
| 3Y | -3.4% | +596.3% | -599.7% | -11.6% |
| All | +4.4% | +95.5% | -91.1% | +0.2% |
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