+3,280.3%
PEP vs CP
+7,870.0%
-4,589.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | +6.7% | +6.1% | +0.6% | +5.4% |
| 30D | +13.5% | +9.8% | +3.8% | +11.3% |
| 3M | +3.9% | +2.7% | +1.2% | +3.3% |
| 6M | -6.0% | +12.8% | -18.8% | -8.4% |
| YTD | +2.5% | +28.2% | -25.7% | -3.1% |
| 1Y | +3.9% | +34.1% | -30.2% | -2.6% |
| 3Y | -4.7% | +28.9% | -33.5% | -10.9% |
| 5Y | +1.1% | +27.1% | -26.0% | -6.1% |
| 10Y | +83.8% | +264.8% | -180.9% | +36.0% |
| All | +3,280.3% | +7,870.0% | -4,589.7% | +1,069.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling