-1.7%
PEP vs RGTI
-5.4%
+3.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | -0.2% |
| 7D | -1.0% | +0.5% | -1.4% | -0.9% |
| 30D | -0.7% | -17.1% | +16.4% | -1.0% |
| 3M | -4.1% | -26.0% | +21.8% | -4.3% |
| 6M | -13.1% | -9.9% | -3.2% | -12.8% |
| YTD | -2.1% | -31.1% | +28.9% | -2.4% |
| 1Y | -1.7% | -8.5% | +6.9% | -5.9% |
| All | -1.7% | -5.4% | +3.8% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 1y: compounded portfolio wealth divided by compounded RGTI 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…
1y analysis · Full analysis span regression · 6 months rolling