-13.6%
PEP vs CMI
+7.2%
-20.8%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.5% |
| 7D | -1.7% | +0.7% | -2.4% | -1.6% |
| 30D | +0.3% | -12.3% | +12.6% | -1.9% |
| 3M | -3.2% | -16.8% | +13.6% | -6.4% |
| 6M | -13.6% | +1.5% | -15.1% | -16.9% |
| All | -13.6% | +7.2% | -20.8% | -16.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling