+112.4%
PEP vs CFG
+396.4%
-284.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -1.4% | +1.5% | -2.9% | -1.6% |
| 30D | +0.2% | -3.8% | +4.1% | +0.7% |
| 3M | -1.1% | +11.5% | -12.6% | -2.6% |
| 6M | -13.5% | +19.2% | -32.7% | -15.6% |
| YTD | -1.2% | +23.7% | -24.9% | -4.2% |
| 1Y | -1.6% | +38.8% | -40.4% | -6.2% |
| 3Y | -12.5% | +178.9% | -191.4% | -25.7% |
| 5Y | +3.0% | +101.8% | -98.8% | -9.6% |
| 10Y | +73.9% | +317.3% | -243.3% | +24.9% |
| All | +112.4% | +396.4% | -284.0% | +49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling