+89.6%
PEP vs CF
+494.2%
-404.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +1.0% |
| 7D | +4.6% | +4.8% | -0.1% | +4.2% |
| 30D | +14.0% | +9.7% | +4.3% | +13.1% |
| 3M | +5.4% | +1.2% | +4.1% | +5.2% |
| 6M | -5.1% | +7.4% | -12.5% | -6.0% |
| YTD | +3.1% | +60.5% | -57.4% | -2.0% |
| 1Y | +4.8% | +50.7% | -46.0% | +0.1% |
| 3Y | -4.1% | +64.8% | -68.9% | -10.2% |
| 5Y | +3.0% | +115.8% | -112.8% | -8.9% |
| 10Y | +89.6% | +481.0% | -391.4% | +46.3% |
| All | +89.6% | +494.2% | -404.6% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling