+80.3%
PEP vs RL
+397.7%
-317.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.8% | -5.4% | -0.2% |
| 7D | +1.0% | +0.2% | +0.8% | +1.0% |
| 30D | +12.6% | +7.3% | +5.3% | +11.8% |
| 3M | +3.1% | +1.0% | +2.1% | +2.9% |
| 6M | -6.3% | +11.8% | -18.1% | -7.6% |
| YTD | +1.9% | +13.6% | -11.7% | 0.0% |
| 1Y | +3.3% | +24.0% | -20.8% | +0.4% |
| 3Y | -4.8% | +256.6% | -261.4% | -19.9% |
| 5Y | +2.0% | +240.2% | -238.2% | -15.1% |
| 10Y | +80.3% | +373.0% | -292.6% | +35.4% |
| All | +80.3% | +397.7% | -317.3% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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