+3,159.9%
PEP vs CLF
+714.0%
+2,445.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.4% | -0.8% |
| 7D | -1.4% | +7.6% | -9.0% | -1.8% |
| 30D | +0.2% | -1.2% | +1.4% | +0.2% |
| 3M | -1.1% | -13.4% | +12.3% | -0.6% |
| 6M | -13.5% | +15.4% | -28.9% | -14.8% |
| YTD | -1.2% | -5.9% | +4.7% | -1.7% |
| 1Y | -1.6% | +18.8% | -20.4% | -4.1% |
| 3Y | -12.5% | -19.4% | +6.9% | -14.5% |
| 5Y | +3.0% | -47.7% | +50.8% | +1.6% |
| 10Y | +73.9% | +130.4% | -56.5% | +44.5% |
| All | +3,159.9% | +714.0% | +2,445.9% | +1,735.3% |
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