+22.9%
PEP vs RBLX
-32.9%
+55.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -5.0% | -0.7% |
| 7D | -1.4% | +12.4% | -13.8% | -1.4% |
| 30D | +0.2% | +19.7% | -19.4% | +0.2% |
| 3M | -1.1% | -0.1% | -1.0% | -1.1% |
| 6M | -13.5% | -35.7% | +22.3% | -13.4% |
| YTD | -1.2% | -46.6% | +45.4% | -1.1% |
| 1Y | -1.6% | -66.6% | +65.1% | -1.3% |
| 3Y | -12.5% | +52.3% | -64.8% | -14.2% |
| 5Y | +3.0% | -47.7% | +50.8% | 0.0% |
| All | +22.9% | -32.9% | +55.7% | +19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling