-4.6%
PEP vs CME
+67.1%
-71.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +6.7% | +3.7% | +3.0% | +5.9% |
| 30D | +13.5% | +13.7% | -0.2% | +10.8% |
| 3M | +3.9% | +16.6% | -12.7% | +0.9% |
| 6M | -6.0% | +8.2% | -14.2% | -8.1% |
| YTD | +2.5% | +16.3% | -13.9% | -1.3% |
| 1Y | +3.9% | +19.1% | -15.1% | -0.4% |
| All | -4.6% | +67.1% | -71.7% | -14.9% |
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