+3.7%
PEP vs COO
-7.7%
+11.4%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.9% | -2.1% | +2.9% |
| 7D | +7.4% | +8.4% | -1.1% | +6.2% |
| 30D | +13.3% | +13.5% | -0.1% | +11.5% |
| 3M | +3.5% | -13.8% | +17.2% | +5.7% |
| 6M | -5.9% | +4.7% | -10.6% | -5.8% |
| YTD | +2.3% | -21.4% | +23.7% | +3.7% |
| 1Y | +3.7% | -6.7% | +10.4% | +4.2% |
| All | +3.7% | -7.7% | +11.4% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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