+76.6%
PEP vs COP
+338.9%
-262.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | +0.1% | -0.8% | +0.9% | +0.2% |
| 30D | +0.7% | +15.6% | -14.9% | -1.1% |
| 3M | -0.5% | +14.3% | -14.9% | -2.3% |
| 6M | -11.3% | +17.0% | -28.3% | -13.3% |
| YTD | -0.6% | +47.4% | -48.0% | -5.6% |
| 1Y | +1.7% | +52.4% | -50.7% | -4.0% |
| 3Y | -12.5% | +20.8% | -33.3% | -15.8% |
| 5Y | +3.9% | +191.7% | -187.8% | -13.8% |
| 10Y | +76.6% | +325.1% | -248.5% | +30.7% |
| All | +76.6% | +338.9% | -262.3% | +30.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling