+3.4%
PEP vs RGTI
+56.1%
-52.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -1.4% | -0.1% | -1.2% | -1.4% |
| 30D | -0.2% | -16.2% | +16.0% | -0.3% |
| 3M | -4.3% | -22.0% | +17.7% | -4.3% |
| 6M | -13.2% | -10.8% | -2.4% | -13.2% |
| YTD | -1.9% | -31.6% | +29.7% | -1.9% |
| 1Y | -0.3% | -6.4% | +6.0% | -0.4% |
| 3Y | -13.6% | +665.7% | -679.3% | -14.1% |
| 5Y | +3.4% | +55.6% | -52.3% | -1.3% |
| All | +3.4% | +56.1% | -52.8% | -1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling