+570.7%
PEP vs CSGP
+3,334.4%
-2,763.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | -0.5% |
| 7D | -1.4% | -4.1% | +2.7% | -1.1% |
| 30D | +0.2% | +2.3% | -2.1% | 0.0% |
| 3M | -1.1% | -8.2% | +7.1% | -0.6% |
| 6M | -13.5% | -35.1% | +21.6% | -10.9% |
| YTD | -1.2% | -54.0% | +52.8% | +4.2% |
| 1Y | -1.6% | -65.3% | +63.8% | +5.9% |
| 3Y | -12.5% | -62.6% | +50.0% | -6.9% |
| 5Y | +3.0% | -64.8% | +67.9% | +9.2% |
| 10Y | +73.9% | +45.1% | +28.8% | +68.2% |
| All | +570.7% | +3,334.4% | -2,763.7% | +465.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling