+75.7%
PEP vs CMI
+509.0%
-433.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | +0.1% |
| 7D | -1.4% | +0.8% | -2.2% | -1.5% |
| 30D | -0.2% | -12.8% | +12.6% | +2.0% |
| 3M | -4.3% | -12.4% | +8.1% | -2.8% |
| 6M | -13.2% | -0.9% | -12.3% | -14.5% |
| YTD | -1.9% | +8.9% | -10.7% | -5.6% |
| 1Y | -0.3% | +37.7% | -38.0% | -9.2% |
| 3Y | -13.6% | +148.9% | -162.5% | -33.0% |
| 5Y | +3.4% | +164.4% | -161.0% | -22.4% |
| All | +75.7% | +509.0% | -433.3% | +5.4% |
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