+3,159.9%
PEP vs CPB
+325.7%
+2,834.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | +0.6% |
| 7D | -1.4% | -8.6% | +7.2% | +1.7% |
| 30D | +0.2% | -7.2% | +7.5% | +2.8% |
| 3M | -1.1% | +0.9% | -2.0% | -1.8% |
| 6M | -13.5% | -11.8% | -1.7% | -10.2% |
| YTD | -1.2% | -19.4% | +18.2% | +5.7% |
| 1Y | -1.6% | -30.4% | +28.8% | +10.7% |
| 3Y | -12.5% | -40.2% | +27.6% | +3.0% |
| 5Y | +3.0% | -39.5% | +42.5% | +19.9% |
| 10Y | +73.9% | -47.4% | +121.3% | +104.2% |
| All | +3,159.9% | +325.7% | +2,834.2% | +1,338.6% |
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