+3,344.9%
PEP vs CDE
-93.1%
+3,438.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.5% | +2.3% |
| 7D | +2.9% | -9.6% | +12.5% | +3.1% |
| 30D | +12.5% | -6.7% | +19.2% | +12.6% |
| 3M | +4.5% | -24.2% | +28.8% | +5.1% |
| 6M | -0.5% | -29.1% | +28.6% | 0.0% |
| YTD | +4.4% | -21.5% | +25.9% | +4.4% |
| 1Y | +4.4% | -7.4% | +11.7% | +3.8% |
| 3Y | -3.4% | +596.3% | -599.7% | -9.9% |
| 5Y | +5.2% | +95.7% | -90.6% | +0.2% |
| 10Y | +92.1% | +53.0% | +39.2% | +78.5% |
| All | +3,344.9% | -93.1% | +3,438.0% | +2,910.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling