+3.7%
PEP vs CME
+19.8%
-16.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.4% | +2.4% | +3.4% |
| 7D | +7.4% | +4.8% | +2.5% | +6.3% |
| 30D | +13.3% | +14.2% | -0.8% | +10.6% |
| 3M | +3.5% | +17.9% | -14.4% | +0.2% |
| 6M | -5.9% | +7.2% | -13.2% | -9.0% |
| YTD | +2.3% | +16.7% | -14.5% | -1.4% |
| 1Y | +3.7% | +19.6% | -15.9% | +0.2% |
| All | +3.7% | +19.8% | -16.1% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 1y: compounded portfolio wealth divided by compounded CME 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…
1y analysis · Full analysis span regression · 6 months rolling