+95.5%
PEP vs CNI
+140.9%
-45.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.4% |
| 7D | +2.9% | +2.5% | +0.4% | +2.0% |
| 30D | +12.5% | +6.1% | +6.4% | +10.3% |
| 3M | +4.5% | +0.1% | +4.4% | +4.4% |
| 6M | -0.5% | +14.9% | -15.4% | -5.2% |
| YTD | +4.4% | +30.9% | -26.5% | -5.2% |
| 1Y | +4.4% | +33.9% | -29.6% | -6.1% |
| 3Y | -3.4% | +20.2% | -23.6% | -11.2% |
| 5Y | +5.2% | +8.2% | -3.0% | -1.0% |
| All | +95.5% | +140.9% | -45.4% | +36.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling