+4.9%
PEP vs CFG
+28.3%
-23.4%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.5% |
| 7D | +6.7% | -2.2% | +8.8% | +6.9% |
| 30D | +13.5% | +0.4% | +13.1% | +13.5% |
| 3M | +3.9% | -12.6% | +16.5% | +5.1% |
| 6M | -6.0% | +0.6% | -6.6% | -5.9% |
| YTD | +2.5% | +12.4% | -10.0% | +2.9% |
| All | +4.9% | +28.3% | -23.4% | +6.4% |
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