+3,159.9%
PEP vs COP
+4,537.2%
-1,377.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | -1.4% | +3.0% | -4.4% | -1.9% |
| 30D | +0.2% | +17.5% | -17.3% | -2.5% |
| 3M | -1.1% | +13.4% | -14.5% | -3.4% |
| 6M | -13.5% | +17.7% | -31.2% | -16.2% |
| YTD | -1.2% | +46.6% | -47.8% | -7.8% |
| 1Y | -1.6% | +44.6% | -46.2% | -8.2% |
| 3Y | -12.5% | +20.7% | -33.2% | -17.1% |
| 5Y | +3.0% | +185.0% | -182.0% | -18.4% |
| 10Y | +73.9% | +347.0% | -273.1% | +17.0% |
| All | +3,159.9% | +4,537.2% | -1,377.3% | +1,164.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling