+3.4%
PEP vs CPAY
+53.2%
-49.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -1.4% | -2.7% | +1.3% | -1.1% |
| 30D | -0.2% | +0.6% | -0.8% | -0.3% |
| 3M | -4.3% | +17.0% | -21.3% | -6.0% |
| 6M | -13.2% | +24.1% | -37.3% | -15.5% |
| YTD | -1.9% | +35.7% | -37.6% | -6.0% |
| 1Y | -0.3% | +34.0% | -34.3% | -4.4% |
| 3Y | -13.6% | +50.3% | -63.9% | -19.8% |
| 5Y | +3.4% | +56.7% | -53.3% | -7.6% |
| All | +3.4% | +53.2% | -49.8% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 5y: compounded portfolio wealth divided by compounded CPAY 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…
5y analysis · Full analysis span regression · 6 months rolling