+3,159.9%
PEP vs CDE
-89.5%
+3,249.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.6% |
| 7D | -1.4% | +0.5% | -1.9% | -1.4% |
| 30D | +0.2% | +21.9% | -21.6% | -0.3% |
| 3M | -1.1% | +14.9% | -16.1% | -1.6% |
| 6M | -13.5% | -10.5% | -3.0% | -13.5% |
| YTD | -1.2% | +19.3% | -20.4% | -2.1% |
| 1Y | -1.6% | +50.8% | -52.4% | -3.2% |
| 3Y | -12.5% | +782.3% | -794.8% | -18.8% |
| 5Y | +3.0% | +191.7% | -188.7% | -2.7% |
| 10Y | +73.9% | +57.6% | +16.3% | +61.2% |
| All | +3,159.9% | -89.5% | +3,249.4% | +2,723.8% |
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