+80.3%
PEP vs COR
+534.3%
-454.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | -0.6% |
| 7D | +1.0% | +2.3% | -1.3% | +0.4% |
| 30D | +12.6% | +6.8% | +5.9% | +10.6% |
| 3M | +3.1% | +8.1% | -5.0% | +0.8% |
| 6M | -6.3% | +33.0% | -39.3% | -13.3% |
| YTD | +1.9% | +3.0% | -1.1% | -0.2% |
| 1Y | +3.3% | -3.4% | +6.7% | +3.0% |
| 3Y | -4.8% | +80.1% | -85.0% | -21.6% |
| 5Y | +2.0% | +194.7% | -192.7% | -27.6% |
| 10Y | +80.3% | +512.3% | -431.9% | +12.6% |
| All | +80.3% | +534.3% | -454.0% | +12.6% |
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