+14,046.2%
COST vs PEP
+3,282.8%
+10,763.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.8% |
| 7D | +2.5% | -0.3% | +2.8% | +2.6% |
| 30D | +14.6% | +11.8% | +2.8% | +10.2% |
| 3M | +15.2% | +3.7% | +11.5% | +13.7% |
| 6M | +7.2% | -4.3% | +11.5% | +8.8% |
| YTD | +27.4% | +2.1% | +25.3% | +26.0% |
| 1Y | +20.2% | +2.5% | +17.7% | +18.6% |
| 3Y | +96.9% | -5.0% | +101.9% | +96.9% |
| 5Y | +122.8% | +2.9% | +120.0% | +117.4% |
| 10Y | +764.3% | +87.9% | +676.3% | +584.8% |
| All | +14,046.2% | +3,282.8% | +10,763.4% | +3,872.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling