+75.0%
PEP vs CME
+284.8%
-209.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.4% | -1.6% | +0.2% | -0.9% |
| 30D | +0.2% | +6.2% | -6.0% | -1.8% |
| 3M | -1.1% | +10.4% | -11.5% | -4.5% |
| 6M | -13.5% | -9.5% | -4.0% | -11.1% |
| YTD | -1.2% | +6.0% | -7.2% | -3.8% |
| 1Y | -1.6% | +9.3% | -10.8% | -5.3% |
| 3Y | -12.5% | +57.7% | -70.2% | -26.7% |
| 5Y | +3.0% | +77.7% | -74.7% | -18.4% |
| All | +75.0% | +284.8% | -209.8% | +32.6% |
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