+2.0%
PEP vs CL
+41.6%
-39.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.4% |
| 7D | +1.0% | +0.5% | +0.5% | +0.7% |
| 30D | +12.6% | +11.6% | +1.0% | +5.8% |
| 3M | +3.1% | +5.6% | -2.5% | -0.1% |
| 6M | -6.3% | +13.2% | -19.4% | -12.8% |
| YTD | +1.9% | +26.9% | -25.1% | -11.7% |
| 1Y | +3.3% | +27.3% | -24.1% | -10.8% |
| 3Y | -4.8% | +39.7% | -44.6% | -23.9% |
| 5Y | +2.0% | +41.3% | -39.3% | -19.5% |
| All | +2.0% | +41.6% | -39.6% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling