+3.2%
PEP vs CPNG
-52.6%
+55.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -0.9% | -1.3% |
| 7D | -1.7% | -7.6% | +5.9% | -1.5% |
| 30D | +0.3% | -8.8% | +9.1% | +0.5% |
| 3M | -3.2% | -7.2% | +4.0% | -3.2% |
| 6M | -13.6% | -21.5% | +8.0% | -13.3% |
| YTD | -1.9% | -37.4% | +35.6% | -1.1% |
| 1Y | -0.6% | -54.3% | +53.7% | +0.9% |
| 3Y | -13.6% | -20.3% | +6.7% | -14.0% |
| 5Y | +3.2% | -51.2% | +54.4% | +0.6% |
| All | +3.2% | -52.6% | +55.8% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling