+3,280.3%
PEP vs CMS
+475.9%
+2,804.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +6.7% | +1.7% | +5.0% | +6.3% |
| 30D | +13.5% | +8.6% | +4.9% | +11.3% |
| 3M | +3.9% | -0.5% | +4.4% | +4.0% |
| 6M | -6.0% | -4.2% | -1.8% | -5.0% |
| YTD | +2.5% | +3.4% | -1.0% | +1.6% |
| 1Y | +3.9% | +0.4% | +3.5% | +3.8% |
| 3Y | -4.7% | +38.2% | -42.9% | -11.8% |
| 5Y | +1.1% | +35.4% | -34.3% | -6.3% |
| 10Y | +83.8% | +131.7% | -47.8% | +54.3% |
| All | +3,280.3% | +475.9% | +2,804.4% | +2,313.5% |
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