+3.3%
PEP vs COR
+183.4%
-180.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +1.2% |
| 7D | +6.7% | +2.8% | +3.9% | +6.0% |
| 30D | +13.5% | +7.4% | +6.2% | +11.6% |
| 3M | +3.9% | +7.3% | -3.4% | +2.0% |
| 6M | -6.0% | +11.5% | -17.5% | -9.1% |
| YTD | +2.5% | +1.2% | +1.3% | +1.1% |
| 1Y | +3.9% | -3.3% | +7.3% | +3.8% |
| 3Y | -4.7% | +78.5% | -83.1% | -23.0% |
| All | +3.3% | +183.4% | -180.1% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling