+4.7%
PEP vs COP
+186.8%
-182.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.8% |
| 3M | -1.1% | +13.4% | -14.5% | -2.0% |
| 6M | -13.5% | +17.7% | -31.2% | -14.5% |
| YTD | -1.2% | +46.6% | -47.8% | -3.8% |
| 1Y | -1.6% | +44.6% | -46.2% | -4.2% |
| 3Y | -12.5% | +20.7% | -33.2% | -14.7% |
| All | +4.7% | +186.8% | -182.1% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling