-11.9%
PEP vs COP
+20.1%
-32.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.6% |
| 7D | -1.4% | +3.0% | -4.4% | -1.6% |
| 30D | +0.2% | +17.5% | -17.3% | -0.7% |
| 3M | -1.1% | +13.4% | -14.5% | -1.9% |
| 6M | -13.5% | +17.7% | -31.2% | -14.6% |
| YTD | -1.2% | +46.6% | -47.8% | -4.0% |
| 1Y | -1.6% | +44.6% | -46.2% | -4.3% |
| All | -11.9% | +20.1% | -32.0% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling