+3.0%
PEP vs CMS
+35.4%
-32.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | +4.6% | +0.5% | +4.1% | +4.4% |
| 30D | +14.0% | +7.4% | +6.6% | +10.3% |
| 3M | +5.4% | +1.9% | +3.5% | +4.4% |
| 6M | -5.1% | -2.3% | -2.8% | -4.2% |
| YTD | +3.1% | +3.0% | +0.1% | +1.6% |
| 1Y | +4.8% | -2.8% | +7.6% | +5.9% |
| 3Y | -4.1% | +37.9% | -42.0% | -17.5% |
| 5Y | +3.0% | +34.0% | -31.0% | -12.4% |
| All | +3.0% | +35.4% | -32.4% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling