+3,301.6%
PEP vs CPB
+355.6%
+2,946.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.6% |
| 7D | +4.6% | +2.9% | +1.7% | +3.5% |
| 30D | +14.0% | +17.6% | -3.6% | +7.3% |
| 3M | +5.4% | +2.0% | +3.3% | +4.1% |
| 6M | -5.1% | +11.6% | -16.8% | -9.5% |
| YTD | +3.1% | -13.8% | +16.9% | +7.3% |
| 1Y | +4.8% | -21.6% | +26.3% | +12.7% |
| 3Y | -4.1% | -35.8% | +31.7% | +9.8% |
| 5Y | +3.0% | -33.3% | +36.2% | +15.4% |
| 10Y | +89.6% | -39.4% | +129.0% | +110.9% |
| All | +3,301.6% | +355.6% | +2,946.0% | +1,360.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling