-2.6%
PEP vs CL
+8.2%
-10.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.0% |
| 7D | -2.4% | -2.2% | -0.3% | -1.4% |
| 30D | -0.8% | -4.8% | +4.0% | +1.6% |
| 3M | -2.2% | +4.9% | -7.1% | -4.0% |
| 6M | -14.4% | -5.7% | -8.7% | -11.9% |
| YTD | -2.2% | +14.4% | -16.6% | -7.4% |
| 1Y | -2.6% | +8.7% | -11.3% | -5.3% |
| All | -2.6% | +8.2% | -10.8% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 1y: compounded portfolio wealth divided by compounded CL 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…
1y analysis · Full analysis span regression · 6 months rolling