+4.8%
PEP vs RIG
+28.2%
-23.4%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | +4.6% | -12.2% | +16.8% | +4.6% |
| 30D | +14.0% | -6.0% | +20.0% | +13.7% |
| 3M | +5.4% | -9.4% | +14.8% | +5.2% |
| 6M | -5.1% | -19.1% | +13.9% | -4.9% |
| YTD | +3.1% | +25.4% | -22.3% | +1.3% |
| 1Y | +4.8% | +23.3% | -18.6% | +2.4% |
| All | +4.8% | +28.2% | -23.4% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling