-5.9%
PEP vs CYCU
-68.2%
+62.3%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.2% | +4.9% | +3.7% |
| 7D | +7.4% | +1.2% | +6.2% | +7.4% |
| 30D | +13.3% | -31.5% | +44.9% | +13.2% |
| 3M | +3.5% | -62.0% | +65.5% | +3.2% |
| 6M | -5.9% | -67.4% | +61.5% | -3.6% |
| All | -5.9% | -68.2% | +62.3% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CYCU.
Daily Out/Under-Performance
Portfolio return minus CYCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CYCU 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 6mo: compounded portfolio wealth divided by compounded CYCU 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…
6mo analysis · Full analysis span regression · 6 months rolling