+80.1%
PEP vs CLS
+1,628.1%
-1,548.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.0% |
| 7D | +2.9% | -22.2% | +25.1% | +3.4% |
| 30D | +14.2% | -44.4% | +58.6% | +15.6% |
| 3M | +3.2% | -34.3% | +37.5% | +3.9% |
| 6M | -7.4% | -50.1% | +42.6% | -6.3% |
| YTD | +1.5% | -30.1% | +31.6% | +0.9% |
| 1Y | +3.9% | -39.3% | +43.2% | +3.7% |
| 3Y | -5.5% | +732.7% | -738.2% | -26.2% |
| 5Y | +0.1% | +1,777.2% | -1,777.1% | -31.3% |
| All | +80.1% | +1,628.1% | -1,548.0% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 10y: compounded portfolio wealth divided by compounded CLS 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…
10y analysis · Full analysis span regression · 6 months rolling