+3.7%
PEP vs CG
-14.1%
+17.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.5% | -0.8% | +3.7% |
| 7D | +7.4% | +9.4% | -2.1% | +7.4% |
| 30D | +13.3% | +8.7% | +4.6% | +13.3% |
| 3M | +3.5% | -15.0% | +18.5% | +2.6% |
| 6M | -5.9% | -13.2% | +7.3% | -6.4% |
| YTD | +2.3% | -26.2% | +28.4% | -0.4% |
| 1Y | +3.7% | -14.1% | +17.8% | +1.5% |
| All | +3.7% | -14.1% | +17.8% | +1.5% |
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