+4.7%
PEP vs CL
+28.4%
-23.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | +0.2% |
| 7D | -1.4% | -2.2% | +0.8% | -0.1% |
| 30D | +0.2% | -4.8% | +5.1% | +3.1% |
| 3M | -1.1% | +4.9% | -6.0% | -3.8% |
| 6M | -13.5% | -5.7% | -7.8% | -10.8% |
| YTD | -1.2% | +14.4% | -15.6% | -9.1% |
| 1Y | -1.6% | +8.7% | -10.3% | -6.8% |
| 3Y | -12.5% | +30.0% | -42.5% | -27.3% |
| All | +4.7% | +28.4% | -23.6% | -14.1% |
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