+76.6%
PEP vs COR
+397.4%
-320.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.1% |
| 7D | +0.1% | -1.9% | +2.0% | +0.6% |
| 30D | +0.7% | +1.5% | -0.9% | +0.2% |
| 3M | -0.5% | +18.7% | -19.2% | -4.8% |
| 6M | -11.3% | -9.0% | -2.3% | -9.8% |
| YTD | -0.6% | -3.3% | +2.7% | -0.8% |
| 1Y | +1.7% | +9.8% | -8.2% | -2.1% |
| 3Y | -12.5% | +87.4% | -99.8% | -27.7% |
| 5Y | +3.9% | +180.5% | -176.6% | -23.4% |
| 10Y | +76.6% | +398.1% | -321.6% | +19.3% |
| All | +76.6% | +397.4% | -320.8% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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