+4.4%
PEP vs CPB
-33.2%
+37.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.1% | -0.9% | +1.0% |
| 7D | +2.9% | -1.6% | +4.5% | +3.5% |
| 30D | +12.5% | +19.2% | -6.7% | +4.7% |
| 3M | +4.5% | -1.0% | +5.5% | +4.5% |
| 6M | -0.5% | +15.2% | -15.7% | -6.9% |
| YTD | +4.4% | -13.1% | +17.5% | +9.1% |
| 1Y | +4.4% | -22.4% | +26.8% | +14.4% |
| 3Y | -3.4% | -35.3% | +31.9% | +13.4% |
| All | +4.4% | -33.2% | +37.7% | +18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling