+3,247.8%
PEP vs CMS
+463.7%
+2,784.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.2% | -0.4% |
| 7D | +2.9% | -1.3% | +4.2% | +3.3% |
| 30D | +14.2% | +6.3% | +7.9% | +12.6% |
| 3M | +3.2% | -2.1% | +5.2% | +3.7% |
| 6M | -7.4% | -5.1% | -2.4% | -6.3% |
| YTD | +1.5% | +1.3% | +0.2% | +1.2% |
| 1Y | +3.9% | -1.4% | +5.3% | +4.2% |
| 3Y | -5.5% | +36.9% | -42.4% | -12.4% |
| 5Y | +0.1% | +32.5% | -32.4% | -6.8% |
| 10Y | +82.1% | +126.8% | -44.7% | +53.6% |
| All | +3,247.8% | +463.7% | +2,784.1% | +2,302.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling