+3.2%
PEP vs CMI
+165.6%
-162.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.2% |
| 7D | -1.7% | +0.7% | -2.4% | -1.7% |
| 30D | +0.3% | -12.3% | +12.6% | +1.1% |
| 3M | -3.2% | -16.8% | +13.6% | -2.5% |
| 6M | -13.6% | +1.5% | -15.1% | -14.9% |
| YTD | -1.9% | +9.8% | -11.7% | -4.4% |
| 1Y | -0.6% | +42.6% | -43.2% | -6.5% |
| 3Y | -13.6% | +151.0% | -164.6% | -26.7% |
| 5Y | +3.2% | +167.0% | -163.8% | -15.4% |
| All | +3.2% | +165.6% | -162.4% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling