+90.1%
PEP vs CMS
+137.8%
-47.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.4% |
| 7D | +1.1% | -1.1% | +2.2% | +1.7% |
| 30D | +13.6% | +6.6% | +7.1% | +9.6% |
| 3M | +5.1% | +0.8% | +4.3% | +4.6% |
| 6M | -1.6% | -3.3% | +1.7% | +0.1% |
| YTD | +3.3% | +2.7% | +0.6% | +1.5% |
| 1Y | +3.2% | -4.0% | +7.2% | +5.2% |
| 3Y | -3.9% | +37.6% | -41.5% | -21.1% |
| 5Y | +4.0% | +35.4% | -31.4% | -15.6% |
| 10Y | +90.1% | +136.0% | -45.9% | +15.0% |
| All | +90.1% | +137.8% | -47.6% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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