-4.3%
PEP vs COP
+20.8%
-25.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.2% |
| 7D | -0.3% | +3.4% | -3.7% | -0.3% |
| 30D | +11.8% | -0.6% | +12.3% | +11.4% |
| 3M | +3.7% | +10.8% | -7.1% | +3.0% |
| 6M | -4.3% | +19.6% | -23.9% | -6.2% |
| All | -4.3% | +20.8% | -25.2% | -6.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling