+1,761.6%
PEP vs COF
+5,197.0%
-3,435.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.5% | +2.1% |
| 7D | +2.9% | -3.4% | +6.3% | +3.3% |
| 30D | +12.5% | +0.4% | +12.1% | +12.4% |
| 3M | +4.5% | -12.5% | +17.1% | +6.1% |
| 6M | -0.5% | +8.3% | -8.8% | -1.6% |
| YTD | +4.4% | -18.6% | +23.0% | +6.3% |
| 1Y | +4.4% | -8.6% | +13.0% | +4.8% |
| 3Y | -3.4% | +94.7% | -98.1% | -12.5% |
| 5Y | +5.2% | +35.3% | -30.2% | -2.0% |
| 10Y | +92.1% | +185.1% | -93.0% | +58.0% |
| All | +1,761.6% | +5,197.0% | -3,435.4% | +713.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling