-11.9%
PEP vs COO
-23.4%
+11.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.4% |
| 7D | -1.4% | -2.2% | +0.8% | -1.1% |
| 30D | +0.2% | -7.0% | +7.2% | +1.4% |
| 3M | -1.1% | +12.2% | -13.3% | -2.8% |
| 6M | -13.5% | -15.1% | +1.6% | -11.6% |
| YTD | -1.2% | -15.1% | +13.9% | +0.9% |
| 1Y | -1.6% | +2.3% | -3.9% | -2.5% |
| All | -11.9% | -23.4% | +11.5% | -12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling