+104.4%
COST vs PEP
+2.5%
+101.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | -0.3% |
| 7D | -2.8% | -1.7% | -1.1% | -2.1% |
| 30D | -5.3% | +0.3% | -5.6% | -5.4% |
| 3M | -6.7% | -3.2% | -3.4% | -5.4% |
| 6M | -9.9% | -13.6% | +3.6% | -4.4% |
| YTD | +5.1% | -1.9% | +7.0% | +5.4% |
| 1Y | -7.3% | -0.6% | -6.7% | -7.9% |
| 3Y | +70.4% | -13.6% | +84.0% | +79.8% |
| 5Y | +104.4% | +3.2% | +101.2% | +92.2% |
| All | +104.4% | +2.5% | +101.9% | +92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling