+80.3%
PEP vs CME
+320.1%
-239.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +1.0% | -0.6% | +1.6% | +1.2% |
| 30D | +12.6% | +8.5% | +4.1% | +9.7% |
| 3M | +3.1% | +16.0% | -12.9% | -1.9% |
| 6M | -6.3% | +9.3% | -15.6% | -9.4% |
| YTD | +1.9% | +15.3% | -13.4% | -3.6% |
| 1Y | +3.3% | +14.4% | -11.1% | -2.1% |
| 3Y | -4.8% | +59.9% | -64.8% | -20.6% |
| 5Y | +2.0% | +69.4% | -67.4% | -17.7% |
| 10Y | +80.3% | +299.5% | -219.2% | +36.0% |
| All | +80.3% | +320.1% | -239.8% | +36.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling