+80.3%
PEP vs COO
+40.7%
+39.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.1% | -0.3% |
| 7D | +1.0% | +4.3% | -3.3% | 0.0% |
| 30D | +12.6% | +17.6% | -5.0% | +8.0% |
| 3M | +3.1% | -13.9% | +17.0% | +6.7% |
| 6M | -6.3% | +6.6% | -12.8% | -8.6% |
| YTD | +1.9% | -22.0% | +23.9% | +7.6% |
| 1Y | +3.3% | -8.8% | +12.1% | +4.3% |
| 3Y | -4.8% | -21.5% | +16.6% | -2.9% |
| 5Y | +2.0% | -41.0% | +43.1% | +12.4% |
| 10Y | +80.3% | +40.9% | +39.4% | +53.1% |
| All | +80.3% | +40.7% | +39.6% | +53.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling