+365.0%
PEP vs CF
+5,948.3%
-5,583.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.6% | -0.4% |
| 7D | -1.4% | +6.0% | -7.4% | -1.9% |
| 30D | +0.2% | +14.8% | -14.6% | -1.1% |
| 3M | -1.1% | +14.1% | -15.2% | -2.5% |
| 6M | -13.5% | +28.5% | -42.0% | -16.1% |
| YTD | -1.2% | +74.9% | -76.1% | -7.0% |
| 1Y | -1.6% | +61.7% | -63.2% | -6.8% |
| 3Y | -12.5% | +80.3% | -92.8% | -18.8% |
| 5Y | +3.0% | +226.0% | -222.9% | -11.9% |
| 10Y | +73.9% | +569.9% | -495.9% | +32.9% |
| All | +365.0% | +5,948.3% | -5,583.3% | +179.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling