+75.7%
PEP vs CMG
+326.7%
-251.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -1.4% | -3.8% | +2.5% | -1.0% |
| 30D | -0.2% | +12.9% | -13.1% | -1.4% |
| 3M | -4.3% | +18.8% | -23.1% | -6.1% |
| 6M | -13.2% | +4.1% | -17.3% | -13.9% |
| YTD | -1.9% | -2.4% | +0.5% | -2.2% |
| 1Y | -0.3% | -6.7% | +6.3% | -0.6% |
| 3Y | -13.6% | -7.1% | -6.5% | -14.9% |
| 5Y | +3.4% | -5.0% | +8.3% | +0.3% |
| All | +75.7% | +326.7% | -251.0% | +53.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling