+81.9%
PEP vs RL
+362.4%
-280.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.3% | +7.6% | +0.9% |
| 7D | +6.7% | -4.7% | +11.3% | +7.1% |
| 30D | +13.5% | +3.6% | +10.0% | +13.1% |
| 3M | +3.9% | +0.5% | +3.4% | +3.7% |
| 6M | -6.0% | +6.6% | -12.6% | -6.9% |
| YTD | +2.5% | +8.8% | -6.4% | +1.0% |
| 1Y | +3.9% | +21.8% | -17.8% | +1.2% |
| 3Y | -4.7% | +245.8% | -250.5% | -19.5% |
| 5Y | +1.1% | +230.0% | -228.9% | -15.6% |
| All | +81.9% | +362.4% | -280.5% | +37.9% |
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