+3.3%
PEP vs CME
+70.1%
-66.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +6.7% | +3.7% | +3.0% | +5.8% |
| 30D | +13.5% | +13.7% | -0.2% | +10.2% |
| 3M | +3.9% | +16.6% | -12.7% | +0.1% |
| 6M | -6.0% | +8.2% | -14.2% | -8.2% |
| YTD | +2.5% | +16.3% | -13.9% | -1.9% |
| 1Y | +3.9% | +19.1% | -15.1% | -1.2% |
| 3Y | -4.7% | +67.4% | -72.0% | -18.1% |
| All | +3.3% | +70.1% | -66.8% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling