+77.9%
PEG vs RPRX
+66.6%
+11.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.2% |
| 7D | +0.7% | +5.1% | -4.4% | 0.0% |
| 30D | -2.4% | +11.2% | -13.6% | -3.9% |
| 3M | -4.8% | +16.7% | -21.5% | -6.8% |
| 6M | -10.7% | +36.0% | -46.7% | -14.5% |
| YTD | -6.7% | +67.8% | -74.5% | -13.2% |
| 1Y | -6.8% | +76.7% | -83.5% | -14.2% |
| 3Y | +34.5% | +128.1% | -93.6% | +18.5% |
| 5Y | +35.8% | +82.9% | -47.1% | +23.7% |
| All | +77.9% | +66.6% | +11.2% | +62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling