+76.6%
PEP vs RIG
-42.7%
+119.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.6% |
| 7D | +0.1% | -2.7% | +2.8% | +0.2% |
| 30D | +0.7% | +9.5% | -8.9% | +0.4% |
| 3M | -0.5% | -6.6% | +6.1% | -0.4% |
| 6M | -11.3% | -2.9% | -8.4% | -11.4% |
| YTD | -0.6% | +39.5% | -40.1% | -1.8% |
| 1Y | +1.7% | +82.3% | -80.6% | -0.5% |
| 3Y | -12.5% | -29.6% | +17.1% | -12.6% |
| 5Y | +3.9% | +63.2% | -59.3% | -0.9% |
| 10Y | +76.6% | -45.0% | +121.6% | +52.7% |
| All | +76.6% | -42.7% | +119.3% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 10y: compounded portfolio wealth divided by compounded RIG 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…
10y analysis · Full analysis span regression · 6 months rolling