+4.4%
PEP vs COR
+203.9%
-199.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.0% | -0.7% | +1.5% |
| 7D | +2.9% | +7.8% | -4.9% | +1.1% |
| 30D | +12.5% | +7.0% | +5.5% | +10.7% |
| 3M | +4.5% | +16.3% | -11.7% | +0.8% |
| 6M | -0.5% | +41.3% | -41.8% | -8.4% |
| YTD | +4.4% | +7.1% | -2.7% | +1.6% |
| 1Y | +4.4% | -0.8% | +5.2% | +3.8% |
| 3Y | -3.4% | +85.0% | -88.4% | -22.5% |
| All | +4.4% | +203.9% | -199.4% | -31.8% |
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