+75.7%
PEP vs CLS
+2,968.1%
-2,892.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | 0.0% |
| 7D | -1.4% | +5.0% | -6.3% | -1.5% |
| 30D | -0.2% | +4.8% | -5.0% | -0.4% |
| 3M | -4.3% | -10.4% | +6.1% | -4.2% |
| 6M | -13.2% | +20.8% | -34.0% | -14.5% |
| YTD | -1.9% | +10.0% | -11.9% | -3.2% |
| 1Y | -0.3% | +28.5% | -28.9% | -2.9% |
| 3Y | -13.6% | +1,292.2% | -1,305.8% | -33.7% |
| 5Y | +3.4% | +3,616.8% | -3,613.4% | -31.9% |
| All | +75.7% | +2,968.1% | -2,892.4% | +1.7% |
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