+90.1%
PEP vs CI
+149.2%
-59.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | +1.1% | -1.3% | +2.4% | +1.4% |
| 30D | +13.6% | +6.4% | +7.2% | +12.0% |
| 3M | +5.1% | +10.7% | -5.6% | +2.6% |
| 6M | -1.6% | +5.5% | -7.1% | -3.1% |
| YTD | +3.3% | +11.4% | -8.0% | +0.2% |
| 1Y | +3.2% | +15.0% | -11.8% | -0.7% |
| 3Y | -3.9% | +9.0% | -12.9% | -8.6% |
| 5Y | +4.0% | +52.0% | -47.9% | -10.4% |
| 10Y | +90.1% | +150.9% | -60.8% | +49.8% |
| All | +90.1% | +149.2% | -59.0% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 10y: compounded portfolio wealth divided by compounded CI 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…
10y analysis · Full analysis span regression · 6 months rolling