-11.9%
PEP vs CI
+7.7%
-19.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.5% |
| 7D | -1.4% | +1.3% | -2.7% | -1.6% |
| 30D | +0.2% | +4.4% | -4.2% | -0.4% |
| 3M | -1.1% | +0.7% | -1.8% | -1.3% |
| 6M | -13.5% | +0.3% | -13.8% | -13.7% |
| YTD | -1.2% | +3.8% | -5.0% | -1.9% |
| 1Y | -1.6% | -5.5% | +3.9% | -1.3% |
| All | -11.9% | +7.7% | -19.7% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling