+3.7%
PEP vs COP
+61.7%
-58.0%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -5.2% | +8.9% | +4.0% |
| 7D | +7.4% | -8.1% | +15.5% | +7.9% |
| 30D | +13.3% | +6.7% | +6.7% | +12.5% |
| 3M | +3.5% | +16.9% | -13.4% | +2.0% |
| 6M | -5.9% | +11.2% | -17.1% | -6.9% |
| YTD | +2.3% | +49.5% | -47.3% | -5.1% |
| 1Y | +3.7% | +60.7% | -57.0% | -5.3% |
| All | +3.7% | +61.7% | -58.0% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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