+81.9%
PEP vs CI
+173.7%
-91.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.5% |
| 7D | +6.7% | +1.0% | +5.6% | +6.4% |
| 30D | +13.5% | +9.9% | +3.6% | +11.1% |
| 3M | +3.9% | +12.1% | -8.1% | +1.2% |
| 6M | -6.0% | +10.6% | -16.6% | -8.4% |
| YTD | +2.5% | +11.4% | -8.9% | -0.6% |
| 1Y | +3.9% | +18.8% | -14.8% | -0.7% |
| 3Y | -4.7% | +2.9% | -7.5% | -7.9% |
| 5Y | +1.1% | +54.5% | -53.4% | -13.2% |
| All | +81.9% | +173.7% | -91.8% | +43.3% |
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