+3.4%
PEP vs COF
+44.1%
-40.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.7% | +0.1% |
| 7D | -1.4% | -6.1% | +4.7% | -0.9% |
| 30D | -0.2% | -5.2% | +4.9% | +0.1% |
| 3M | -4.3% | +17.0% | -21.3% | -5.4% |
| 6M | -13.2% | +12.9% | -26.1% | -14.0% |
| YTD | -1.9% | -13.5% | +11.7% | -1.1% |
| 1Y | -0.3% | -5.9% | +5.5% | -0.3% |
| 3Y | -13.6% | +117.1% | -130.7% | -21.7% |
| 5Y | +3.4% | +45.4% | -42.0% | -3.0% |
| All | +3.4% | +44.1% | -40.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling