+1,507.9%
PEP vs COR
+17,545.2%
-16,037.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.4% |
| 7D | -1.4% | +2.8% | -4.2% | -1.8% |
| 30D | +0.2% | +4.5% | -4.3% | -0.5% |
| 3M | -1.1% | +22.7% | -23.8% | -4.3% |
| 6M | -13.5% | -9.7% | -3.7% | -12.5% |
| YTD | -1.2% | -1.4% | +0.2% | -1.6% |
| 1Y | -1.6% | +13.9% | -15.5% | -4.3% |
| 3Y | -12.5% | +94.0% | -106.5% | -22.1% |
| 5Y | +3.0% | +184.0% | -181.0% | -13.6% |
| 10Y | +73.9% | +406.8% | -332.8% | +31.4% |
| All | +1,507.9% | +17,545.2% | -16,037.3% | +736.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling