+1.1%
PEP vs CSGP
-62.1%
+63.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.4% |
| 7D | +6.7% | +13.9% | -7.2% | +4.9% |
| 30D | +13.5% | +16.0% | -2.5% | +11.2% |
| 3M | +3.9% | +6.1% | -2.2% | +2.8% |
| 6M | -6.0% | -8.2% | +2.2% | -5.9% |
| YTD | +2.5% | -52.3% | +54.8% | +9.3% |
| 1Y | +3.9% | -54.5% | +58.4% | +11.5% |
| 3Y | -4.7% | -58.6% | +53.9% | +2.4% |
| 5Y | +1.1% | -61.5% | +62.6% | +10.5% |
| All | +1.1% | -62.1% | +63.2% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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