+81.9%
PEP vs COO
+43.8%
+38.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.6% |
| 7D | +6.7% | +5.3% | +1.4% | +5.3% |
| 30D | +13.5% | +12.5% | +1.0% | +10.1% |
| 3M | +3.9% | -15.1% | +19.1% | +7.9% |
| 6M | -6.0% | +3.7% | -9.7% | -7.6% |
| YTD | +2.5% | -22.5% | +25.0% | +8.4% |
| 1Y | +3.9% | -7.8% | +11.7% | +4.7% |
| 3Y | -4.7% | -24.1% | +19.4% | -1.7% |
| 5Y | +1.1% | -40.1% | +41.2% | +10.7% |
| All | +81.9% | +43.8% | +38.1% | +52.9% |
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