+3,280.3%
PEP vs CLF
+633.9%
+2,646.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -12.2% | +12.4% | +0.9% |
| 7D | +6.7% | -21.0% | +27.6% | +8.1% |
| 30D | +13.5% | -8.0% | +21.5% | +13.8% |
| 3M | +3.9% | -10.9% | +14.8% | +4.2% |
| 6M | -6.0% | +5.8% | -11.8% | -7.1% |
| YTD | +2.5% | -15.1% | +17.6% | +2.2% |
| 1Y | +3.9% | +7.2% | -3.3% | +2.0% |
| 3Y | -4.7% | -34.2% | +29.5% | -5.9% |
| 5Y | +1.1% | -49.6% | +50.7% | -0.3% |
| 10Y | +83.8% | +109.9% | -26.1% | +53.4% |
| All | +3,280.3% | +633.9% | +2,646.3% | +1,808.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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