-5.5%
PEP vs CLS
+895.8%
-901.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.6% | -5.7% | -0.9% |
| 7D | -0.3% | +23.5% | -23.8% | +1.0% |
| 30D | +11.8% | -28.9% | +40.7% | +10.0% |
| 3M | +3.7% | -25.2% | +28.8% | +2.5% |
| 6M | -4.3% | -32.1% | +27.8% | -5.3% |
| YTD | +2.1% | -14.1% | +16.2% | +2.7% |
| 1Y | +2.5% | -24.1% | +26.6% | +2.6% |
| All | -5.5% | +895.8% | -901.3% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling