+3.2%
PEP vs CF
+51.3%
-48.0%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.2% |
| 7D | +1.1% | +10.4% | -9.3% | +1.2% |
| 30D | +13.6% | +7.6% | +6.1% | +13.7% |
| 3M | +5.1% | +5.2% | -0.1% | +5.3% |
| 6M | -1.6% | -0.1% | -1.5% | -1.4% |
| YTD | +3.3% | +61.7% | -58.3% | +1.3% |
| 1Y | +3.2% | +50.3% | -47.1% | +1.3% |
| All | +3.2% | +51.3% | -48.0% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling