+4.4%
PEP vs COF
-10.2%
+14.6%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.5% | +2.2% |
| 7D | +2.9% | -3.4% | +6.3% | +3.0% |
| 30D | +12.5% | +0.4% | +12.1% | +12.5% |
| 3M | +4.5% | -12.5% | +17.1% | +4.7% |
| 6M | -0.5% | +8.3% | -8.8% | 0.0% |
| YTD | +4.4% | -18.6% | +23.0% | +2.9% |
| 1Y | +4.4% | -8.6% | +13.0% | +3.0% |
| All | +4.4% | -10.2% | +14.6% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 1y: compounded portfolio wealth divided by compounded COF 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…
1y analysis · Full analysis span regression · 6 months rolling