+69.5%
COST vs PEP
-12.7%
+82.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | -4.0% | +0.7% | -4.6% | -4.1% |
| 3M | -6.5% | -0.5% | -5.9% | -6.3% |
| 6M | -8.5% | -11.3% | +2.8% | -6.3% |
| YTD | +6.0% | -0.6% | +6.6% | +6.2% |
| 1Y | -5.8% | +1.7% | -7.5% | -6.2% |
| All | +69.5% | -12.7% | +82.2% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 3y: compounded portfolio wealth divided by compounded PEP 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…
3y analysis · Full analysis span regression · 6 months rolling