+1.1%
PEP vs CF
+125.5%
-124.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.2% | -6.0% | +0.1% |
| 7D | +6.7% | +0.4% | +6.3% | +6.7% |
| 30D | +13.5% | +2.2% | +11.3% | +13.5% |
| 3M | +3.9% | +2.1% | +1.8% | +3.9% |
| 6M | -6.0% | -6.5% | +0.5% | -5.9% |
| YTD | +2.5% | +55.6% | -53.1% | +1.1% |
| 1Y | +3.9% | +42.3% | -38.4% | +2.8% |
| 3Y | -4.7% | +55.7% | -60.4% | -6.6% |
| 5Y | +1.1% | +122.4% | -121.3% | -1.5% |
| All | +1.1% | +125.5% | -124.4% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling