+41.7%
PEG vs RPRX
+86.5%
-44.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.3% |
| 7D | +4.5% | +3.3% | +1.2% | +3.8% |
| 30D | +7.5% | +17.9% | -10.4% | +4.0% |
| 3M | +0.8% | +19.2% | -18.4% | -2.8% |
| 6M | 0.0% | +31.7% | -31.7% | -5.7% |
| YTD | -3.0% | +82.5% | -85.5% | -15.0% |
| 1Y | -4.7% | +78.4% | -83.2% | -16.1% |
| 3Y | +36.5% | +177.0% | -140.5% | +5.5% |
| All | +41.7% | +86.5% | -44.8% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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