-11.9%
PEP vs CPB
-40.0%
+28.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | +0.7% |
| 7D | -1.4% | -8.6% | +7.2% | +1.9% |
| 30D | +0.2% | -7.2% | +7.5% | +3.0% |
| 3M | -1.1% | +0.9% | -2.0% | -1.9% |
| 6M | -13.5% | -11.8% | -1.7% | -9.9% |
| YTD | -1.2% | -19.4% | +18.2% | +6.4% |
| 1Y | -1.6% | -30.4% | +28.8% | +12.4% |
| All | -11.9% | -40.0% | +28.1% | +7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling