+95.5%
PEP vs CMI
+320.3%
-224.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.3% |
| 7D | +2.9% | +0.5% | +2.4% | +2.8% |
| 30D | +12.5% | -14.0% | +26.5% | +15.0% |
| 3M | +4.5% | -28.1% | +32.7% | +10.1% |
| 6M | -0.5% | -35.8% | +35.3% | +6.2% |
| YTD | +4.4% | -10.5% | +14.9% | +3.4% |
| 1Y | +4.4% | -1.9% | +6.2% | +1.2% |
| 3Y | -3.4% | +121.0% | -124.4% | -24.5% |
| 5Y | +5.2% | +114.6% | -109.4% | -18.6% |
| All | +95.5% | +320.3% | -224.8% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 10y: compounded portfolio wealth divided by compounded CMI 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…
10y analysis · Full analysis span regression · 6 months rolling