+4.7%
PEP vs CME
+78.2%
-73.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.4% | -1.6% | +0.2% | -1.0% |
| 30D | +0.2% | +6.2% | -6.0% | -1.3% |
| 3M | -1.1% | +10.4% | -11.5% | -3.7% |
| 6M | -13.5% | -9.5% | -4.0% | -11.9% |
| YTD | -1.2% | +6.0% | -7.2% | -3.3% |
| 1Y | -1.6% | +9.3% | -10.8% | -4.5% |
| 3Y | -12.5% | +57.7% | -70.2% | -24.0% |
| All | +4.7% | +78.2% | -73.4% | -12.0% |
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