+1.7%
PEP vs CG
-26.2%
+27.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +0.5% |
| 7D | +0.1% | -1.3% | +1.4% | 0.0% |
| 30D | +0.7% | -3.2% | +3.8% | +0.5% |
| 3M | -0.5% | +6.2% | -6.8% | +0.2% |
| 6M | -11.3% | -4.7% | -6.6% | -11.3% |
| YTD | -0.6% | -20.6% | +20.0% | -2.4% |
| 1Y | +1.7% | -26.4% | +28.0% | -2.0% |
| All | +1.7% | -26.2% | +27.9% | -2.0% |
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