+1,802.9%
PEP vs RIG
-47.9%
+1,850.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.4% | +6.6% | +0.5% |
| 7D | +6.7% | -23.8% | +30.4% | +8.0% |
| 30D | +13.5% | -5.6% | +19.1% | +13.7% |
| 3M | +3.9% | -0.8% | +4.7% | +3.8% |
| 6M | -6.0% | -18.4% | +12.4% | -5.4% |
| YTD | +2.5% | +23.5% | -21.0% | +0.8% |
| 1Y | +3.9% | +30.8% | -26.8% | +1.9% |
| 3Y | -4.7% | -25.4% | +20.8% | -5.4% |
| 5Y | +1.1% | +42.5% | -41.4% | -5.6% |
| 10Y | +83.8% | -47.3% | +131.1% | +61.8% |
| All | +1,802.9% | -47.9% | +1,850.7% | +1,606.5% |
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