+80.3%
PEP vs COP
+319.0%
-238.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.5% |
| 7D | +1.0% | -8.4% | +9.5% | +2.0% |
| 30D | +12.6% | +0.3% | +12.4% | +12.5% |
| 3M | +3.1% | +15.1% | -12.0% | +1.2% |
| 6M | -6.3% | +19.8% | -26.0% | -8.6% |
| YTD | +1.9% | +46.8% | -44.9% | -3.4% |
| 1Y | +3.3% | +59.7% | -56.5% | -3.1% |
| 3Y | -4.8% | +28.7% | -33.5% | -9.3% |
| 5Y | +2.0% | +110.7% | -108.7% | -11.2% |
| 10Y | +80.3% | +298.3% | -218.0% | +34.6% |
| All | +80.3% | +319.0% | -238.7% | +34.6% |
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