+80.3%
PEP vs CP
+261.0%
-180.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | -0.2% |
| 7D | +1.0% | +2.8% | -1.7% | +0.2% |
| 30D | +12.6% | +11.3% | +1.3% | +9.1% |
| 3M | +3.1% | +2.9% | +0.3% | +2.2% |
| 6M | -6.3% | +9.8% | -16.0% | -9.0% |
| YTD | +1.9% | +28.5% | -26.7% | -6.0% |
| 1Y | +3.3% | +33.5% | -30.2% | -5.9% |
| 3Y | -4.8% | +31.9% | -36.8% | -14.9% |
| 5Y | +2.0% | +25.5% | -23.4% | -8.8% |
| 10Y | +80.3% | +257.6% | -177.2% | +21.6% |
| All | +80.3% | +261.0% | -180.7% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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