+3.7%
PEP vs CMG
+12.0%
-8.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.8% | -2.1% | +3.2% |
| 7D | +7.4% | +22.5% | -15.1% | +5.6% |
| 30D | +13.3% | +14.1% | -0.8% | +12.1% |
| 3M | +3.5% | +4.1% | -0.6% | +3.0% |
| 6M | -5.9% | +10.1% | -16.0% | -6.9% |
| YTD | +2.3% | -4.9% | +7.1% | +0.7% |
| 1Y | +3.7% | +10.9% | -7.2% | +2.0% |
| All | +3.7% | +12.0% | -8.3% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 1y: compounded portfolio wealth divided by compounded CMG 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…
1y analysis · Full analysis span regression · 6 months rolling