+1,661.6%
PEP vs COF
+5,862.8%
-4,201.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.6% |
| 7D | -1.4% | +1.8% | -3.2% | -1.6% |
| 30D | +0.2% | -0.6% | +0.8% | +0.3% |
| 3M | -1.1% | +20.3% | -21.4% | -3.3% |
| 6M | -13.5% | +13.0% | -26.5% | -14.9% |
| YTD | -1.2% | -8.3% | +7.1% | -0.7% |
| 1Y | -1.6% | -1.5% | -0.1% | -2.0% |
| 3Y | -12.5% | +122.3% | -134.8% | -22.0% |
| 5Y | +3.0% | +52.5% | -49.5% | -5.4% |
| 10Y | +73.9% | +264.9% | -191.0% | +39.1% |
| All | +1,661.6% | +5,862.8% | -4,201.1% | +659.5% |
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