+1,735.1%
PEP vs RIG
-40.2%
+1,775.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.2% | -0.5% |
| 7D | -1.4% | +0.9% | -2.3% | -1.4% |
| 30D | +0.2% | +13.8% | -13.6% | -0.4% |
| 3M | -1.1% | -6.4% | +5.3% | -0.9% |
| 6M | -13.5% | -8.2% | -5.3% | -13.4% |
| YTD | -1.2% | +41.6% | -42.8% | -3.3% |
| 1Y | -1.6% | +88.7% | -90.3% | -5.2% |
| 3Y | -12.5% | -30.9% | +18.3% | -12.7% |
| 5Y | +3.0% | +57.7% | -54.6% | -4.3% |
| 10Y | +73.9% | -39.3% | +113.2% | +51.9% |
| All | +1,735.1% | -40.2% | +1,775.3% | +1,537.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling