+219.2%
PEP vs CG
+351.2%
-132.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.5% |
| 7D | -1.4% | -4.3% | +2.9% | -0.9% |
| 30D | +0.2% | -5.1% | +5.3% | +0.8% |
| 3M | -1.1% | +8.7% | -9.8% | -2.3% |
| 6M | -13.5% | -9.2% | -4.3% | -12.8% |
| YTD | -1.2% | -18.9% | +17.7% | +0.6% |
| 1Y | -1.6% | -25.6% | +24.1% | +1.1% |
| 3Y | -12.5% | +57.3% | -69.8% | -21.1% |
| 5Y | +3.0% | +10.2% | -7.1% | -4.2% |
| 10Y | +73.9% | +364.2% | -290.3% | +29.8% |
| All | +219.2% | +351.2% | -132.0% | +137.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling