+4.7%
PEP vs CG
+10.1%
-5.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.5% |
| 7D | -1.4% | -4.3% | +2.9% | -1.1% |
| 30D | +0.2% | -5.1% | +5.3% | +0.5% |
| 3M | -1.1% | +8.7% | -9.8% | -1.7% |
| 6M | -13.5% | -9.2% | -4.3% | -13.1% |
| YTD | -1.2% | -18.9% | +17.7% | -0.1% |
| 1Y | -1.6% | -25.6% | +24.1% | +0.1% |
| 3Y | -12.5% | +57.3% | -69.8% | -19.3% |
| All | +4.7% | +10.1% | -5.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling