+524.3%
PEP vs CME
+8,206.4%
-7,682.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.7% |
| 3M | +3.9% | +16.6% | -12.7% | +0.7% |
| 6M | -6.0% | +8.2% | -14.2% | -7.7% |
| YTD | +2.5% | +16.3% | -13.9% | -1.0% |
| 1Y | +3.9% | +19.1% | -15.1% | -0.1% |
| 3Y | -4.7% | +67.4% | -72.0% | -14.8% |
| 5Y | +1.1% | +71.0% | -69.9% | -10.6% |
| 10Y | +83.8% | +338.9% | -255.1% | +36.7% |
| All | +524.3% | +8,206.4% | -7,682.1% | +201.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling