+80.1%
PEP vs CP
+253.8%
-173.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.4% |
| 7D | +2.9% | +2.8% | +0.1% | +2.1% |
| 30D | +14.2% | +10.2% | +4.0% | +11.0% |
| 3M | +3.2% | +2.4% | +0.8% | +2.4% |
| 6M | -7.4% | +7.7% | -15.1% | -9.6% |
| YTD | +1.5% | +26.0% | -24.5% | -5.8% |
| 1Y | +3.9% | +34.6% | -30.8% | -5.6% |
| 3Y | -5.5% | +26.7% | -32.2% | -14.4% |
| 5Y | +0.1% | +24.9% | -24.8% | -10.5% |
| All | +80.1% | +253.8% | -173.7% | +22.8% |
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