+28.9%
PEP vs CPNG
-74.8%
+103.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.3% |
| 7D | +1.1% | -6.2% | +7.3% | +1.2% |
| 30D | +13.6% | +4.6% | +9.0% | +13.5% |
| 3M | +5.1% | -3.1% | +8.2% | +5.1% |
| 6M | -1.6% | -0.9% | -0.7% | -1.7% |
| YTD | +3.3% | -32.2% | +35.6% | +3.8% |
| 1Y | +3.2% | -44.2% | +47.4% | +4.0% |
| 3Y | -3.9% | +4.4% | -8.3% | -4.8% |
| 5Y | +4.0% | -45.2% | +49.3% | +1.7% |
| All | +28.9% | -74.8% | +103.7% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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