+502.1%
PEP vs CME
+7,469.3%
-6,967.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.0% |
| 3M | -1.1% | +10.4% | -11.5% | -3.2% |
| 6M | -13.5% | -9.5% | -4.0% | -12.0% |
| YTD | -1.2% | +6.0% | -7.2% | -2.7% |
| 1Y | -1.6% | +9.3% | -10.8% | -3.7% |
| 3Y | -12.5% | +57.7% | -70.2% | -20.9% |
| 5Y | +3.0% | +77.7% | -74.7% | -9.5% |
| 10Y | +73.9% | +281.2% | -207.3% | +32.8% |
| All | +502.1% | +7,469.3% | -6,967.2% | +195.9% |
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 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