-0.3%
PEP vs CPNG
-54.7%
+54.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -1.4% | -5.4% | +4.1% | -1.5% |
| 30D | -0.2% | -11.1% | +10.9% | -0.5% |
| 3M | -4.3% | -3.0% | -1.3% | -4.2% |
| 6M | -13.2% | -23.5% | +10.3% | -13.7% |
| YTD | -1.9% | -37.8% | +35.9% | -4.5% |
| 1Y | -0.3% | -54.3% | +54.0% | -7.3% |
| All | -0.3% | -54.7% | +54.4% | -7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling