+3,159.9%
PEP vs CMI
+19,768.2%
-16,608.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.1% |
| 7D | -1.4% | -0.7% | -0.7% | -1.3% |
| 30D | +0.2% | -13.4% | +13.7% | +2.4% |
| 3M | -1.1% | -17.0% | +15.9% | +1.2% |
| 6M | -13.5% | -1.6% | -11.8% | -14.1% |
| YTD | -1.2% | +11.0% | -12.2% | -4.0% |
| 1Y | -1.6% | +41.9% | -43.5% | -8.4% |
| 3Y | -12.5% | +151.8% | -164.3% | -26.6% |
| 5Y | +3.0% | +163.6% | -160.6% | -15.0% |
| 10Y | +73.9% | +472.9% | -399.0% | +24.3% |
| All | +3,159.9% | +19,768.2% | -16,608.3% | +1,031.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling