+37.4%
PEG vs RPRX
+70.9%
-33.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -0.9% | -8.4% | +7.5% | +0.7% |
| 30D | -3.7% | -0.6% | -3.1% | -3.7% |
| 3M | -7.3% | +6.4% | -13.7% | -8.6% |
| 6M | -10.5% | +26.6% | -37.1% | -14.8% |
| YTD | -7.5% | +53.8% | -61.3% | -15.5% |
| 1Y | -8.7% | +62.8% | -71.5% | -17.9% |
| 3Y | +31.4% | +118.0% | -86.7% | +9.1% |
| All | +37.4% | +70.9% | -33.5% | +23.4% |
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