+3.4%
PEP vs RBLX
-48.3%
+51.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | -1.4% | +8.1% | -9.5% | -1.4% |
| 30D | -0.2% | +23.9% | -24.1% | -0.3% |
| 3M | -4.3% | +8.1% | -12.4% | -4.4% |
| 6M | -13.2% | -23.7% | +10.5% | -13.1% |
| YTD | -1.9% | -44.6% | +42.7% | -1.7% |
| 1Y | -0.3% | -66.2% | +65.9% | +0.2% |
| 3Y | -13.6% | +54.7% | -68.3% | -15.8% |
| 5Y | +3.4% | -48.9% | +52.3% | +0.3% |
| All | +3.4% | -48.3% | +51.6% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBLX.
Daily Out/Under-Performance
Portfolio return minus RBLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBLX 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 RBLX 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