-1.6%
PEP vs CG
-24.3%
+22.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.7% |
| 7D | -1.4% | -4.3% | +2.9% | -1.6% |
| 30D | +0.2% | -5.1% | +5.3% | -0.1% |
| 3M | -1.1% | +8.7% | -9.8% | -0.2% |
| 6M | -13.5% | -9.2% | -4.3% | -14.1% |
| YTD | -1.2% | -18.9% | +17.7% | -3.0% |
| 1Y | -1.6% | -25.6% | +24.1% | -5.6% |
| All | -1.6% | -24.3% | +22.7% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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