-14.9%
PEP vs CMG
-7.8%
-7.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -1.1% |
| 7D | -1.7% | -6.5% | +4.8% | -1.3% |
| 30D | +0.3% | +12.1% | -11.8% | -0.3% |
| 3M | -3.2% | +20.6% | -23.8% | -4.4% |
| 6M | -13.6% | +2.1% | -15.7% | -13.9% |
| YTD | -1.9% | -2.6% | +0.8% | -2.2% |
| 1Y | -0.6% | -8.7% | +8.1% | -0.8% |
| All | -14.9% | -7.8% | -7.1% | -21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling