+3.3%
PEP vs COO
-40.5%
+43.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.5% |
| 7D | +6.7% | +5.3% | +1.4% | +5.7% |
| 30D | +13.5% | +12.5% | +1.0% | +11.2% |
| 3M | +3.9% | -15.1% | +19.1% | +6.7% |
| 6M | -6.0% | +3.7% | -9.7% | -7.0% |
| YTD | +2.5% | -22.5% | +25.0% | +6.5% |
| 1Y | +3.9% | -7.8% | +11.7% | +4.5% |
| 3Y | -4.7% | -24.1% | +19.4% | -2.7% |
| All | +3.3% | -40.5% | +43.8% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling