+13.1%
PEP vs RGTI
+59.7%
-46.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.0% | -3.4% | +0.6% |
| 7D | +0.1% | +5.5% | -5.4% | +0.1% |
| 30D | +0.7% | -11.9% | +12.5% | +0.6% |
| 3M | -0.5% | -27.4% | +26.8% | -0.6% |
| 6M | -11.3% | -7.1% | -4.3% | -11.3% |
| YTD | -0.6% | -28.6% | +28.0% | -0.6% |
| 1Y | +1.7% | +4.4% | -2.7% | +1.7% |
| 3Y | -12.5% | +698.5% | -711.0% | -12.9% |
| 5Y | +3.9% | +64.2% | -60.3% | +3.7% |
| All | +13.1% | +59.7% | -46.6% | +14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling