+3,159.9%
PEP vs CNP
+1,826.3%
+1,333.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -1.4% | +1.1% | -2.5% | -1.6% |
| 30D | +0.2% | -1.8% | +2.1% | +0.5% |
| 3M | -1.1% | -4.6% | +3.5% | -0.3% |
| 6M | -13.5% | -8.8% | -4.6% | -12.1% |
| YTD | -1.2% | +5.2% | -6.4% | -2.1% |
| 1Y | -1.6% | +8.3% | -9.9% | -3.0% |
| 3Y | -12.5% | +54.9% | -67.4% | -19.2% |
| 5Y | +3.0% | +73.5% | -70.5% | -6.7% |
| 10Y | +73.9% | +139.1% | -65.2% | +46.7% |
| All | +3,159.9% | +1,826.3% | +1,333.6% | +1,269.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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