+955.3%
PEP vs CNI
+6,544.5%
-5,589.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +0.1% | +2.5% | -2.4% | -0.5% |
| 30D | +0.7% | -2.5% | +3.2% | +1.3% |
| 3M | -0.5% | +2.7% | -3.3% | -1.3% |
| 6M | -11.3% | +16.9% | -28.3% | -15.0% |
| YTD | -0.6% | +26.3% | -26.9% | -6.8% |
| 1Y | +1.7% | +31.1% | -29.4% | -5.7% |
| 3Y | -12.5% | +21.1% | -33.6% | -17.9% |
| 5Y | +3.9% | +11.0% | -7.1% | -1.4% |
| 10Y | +76.6% | +128.1% | -51.6% | +38.0% |
| All | +955.3% | +6,544.5% | -5,589.1% | +267.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CNI 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling