-11.9%
PEP vs CME
+57.6%
-69.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.4% | -1.6% | +0.2% | -1.1% |
| 30D | +0.2% | +6.2% | -6.0% | -0.9% |
| 3M | -1.1% | +10.4% | -11.5% | -3.2% |
| 6M | -13.5% | -9.5% | -4.0% | -12.9% |
| YTD | -1.2% | +6.0% | -7.2% | -3.0% |
| 1Y | -1.6% | +9.3% | -10.8% | -4.0% |
| All | -11.9% | +57.6% | -69.5% | -19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling