+4.0%
PEP vs CI
+52.1%
-48.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | +1.1% | -1.3% | +2.4% | +1.3% |
| 30D | +13.6% | +6.4% | +7.2% | +12.3% |
| 3M | +5.1% | +10.7% | -5.6% | +3.1% |
| 6M | -1.6% | +5.5% | -7.1% | -2.8% |
| YTD | +3.3% | +11.4% | -8.0% | +0.9% |
| 1Y | +3.2% | +15.0% | -11.8% | +0.1% |
| 3Y | -3.9% | +9.0% | -12.9% | -7.5% |
| 5Y | +4.0% | +52.0% | -47.9% | -10.2% |
| All | +4.0% | +52.1% | -48.1% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling