+3,159.9%
PEP vs CL
+4,870.0%
-1,710.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | 0.0% |
| 7D | -1.4% | -2.2% | +0.8% | -0.4% |
| 30D | +0.2% | -4.8% | +5.1% | +2.5% |
| 3M | -1.1% | +4.9% | -6.0% | -3.2% |
| 6M | -13.5% | -5.7% | -7.8% | -11.4% |
| YTD | -1.2% | +14.4% | -15.6% | -7.2% |
| 1Y | -1.6% | +8.7% | -10.3% | -5.6% |
| 3Y | -12.5% | +30.0% | -42.5% | -22.8% |
| 5Y | +3.0% | +28.4% | -25.3% | -8.7% |
| 10Y | +73.9% | +50.1% | +23.8% | +44.1% |
| All | +3,159.9% | +4,870.0% | -1,710.0% | +376.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling