+3.7%
PEP vs CFG
+34.2%
-30.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.4% | +1.4% | +3.5% |
| 7D | +7.4% | +1.8% | +5.6% | +7.1% |
| 30D | +13.3% | +3.3% | +10.1% | +12.9% |
| 3M | +3.5% | -9.8% | +13.3% | +4.3% |
| 6M | -5.9% | +5.2% | -11.1% | -6.2% |
| YTD | +2.3% | +16.1% | -13.8% | +2.1% |
| 1Y | +3.7% | +33.7% | -30.0% | +4.4% |
| All | +3.7% | +34.2% | -30.5% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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