+89.6%
PEP vs CP
+255.2%
-165.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | +4.6% | +2.8% | +1.8% | +3.7% |
| 30D | +14.0% | +11.0% | +3.0% | +10.5% |
| 3M | +5.4% | +3.8% | +1.5% | +4.1% |
| 6M | -5.1% | +9.5% | -14.6% | -7.9% |
| YTD | +3.1% | +28.2% | -25.1% | -4.8% |
| 1Y | +4.8% | +33.0% | -28.2% | -4.4% |
| 3Y | -4.1% | +35.5% | -39.7% | -15.1% |
| 5Y | +3.0% | +25.8% | -22.8% | -8.1% |
| 10Y | +89.6% | +250.7% | -161.1% | +25.9% |
| All | +89.6% | +255.2% | -165.6% | +25.9% |
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