+80.3%
PEP vs CPB
-39.9%
+120.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.8% |
| 7D | +1.0% | +3.3% | -2.2% | -0.1% |
| 30D | +12.6% | +19.0% | -6.4% | +5.7% |
| 3M | +3.1% | +0.4% | +2.7% | +2.5% |
| 6M | -6.3% | +13.0% | -19.3% | -10.9% |
| YTD | +1.9% | -12.7% | +14.6% | +5.6% |
| 1Y | +3.3% | -20.9% | +24.2% | +10.7% |
| 3Y | -4.8% | -35.4% | +30.6% | +8.8% |
| 5Y | +2.0% | -32.3% | +34.3% | +14.5% |
| 10Y | +80.3% | -40.5% | +120.9% | +98.3% |
| All | +80.3% | -39.9% | +120.3% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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