+15.9%
PEP vs RDW
0.0%
+15.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.7% | +3.4% | -1.3% |
| 7D | -1.7% | +3.6% | -5.3% | -1.7% |
| 30D | +0.3% | -18.4% | +18.8% | +0.2% |
| 3M | -3.2% | -32.1% | +28.8% | -3.3% |
| 6M | -13.6% | +10.9% | -24.5% | -13.5% |
| YTD | -1.9% | +40.8% | -42.6% | -1.7% |
| 1Y | -0.6% | +31.1% | -31.7% | -0.5% |
| 3Y | -13.6% | +245.2% | -258.7% | -14.6% |
| 5Y | +3.2% | -16.7% | +20.0% | +3.4% |
| All | +15.9% | 0.0% | +15.9% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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