+11,743.1%
COST vs PEP
+3,172.7%
+8,570.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -0.8% |
| 7D | -3.1% | -1.4% | -1.7% | -2.7% |
| 30D | -2.8% | +0.2% | -3.0% | -2.9% |
| 3M | -5.7% | -1.1% | -4.6% | -5.3% |
| 6M | -8.8% | -13.5% | +4.7% | -4.1% |
| YTD | +6.7% | -1.2% | +7.8% | +6.8% |
| 1Y | -3.6% | -1.6% | -2.1% | -3.7% |
| 3Y | +75.1% | -12.5% | +87.6% | +80.3% |
| 5Y | +108.9% | +3.0% | +105.9% | +103.8% |
| 10Y | +586.2% | +73.9% | +512.3% | +458.0% |
| All | +11,743.1% | +3,172.7% | +8,570.4% | +3,266.0% |
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