+91.3%
PEP vs RL
+342.1%
-250.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | -1.1% |
| 7D | -0.3% | +2.4% | -2.7% | -0.6% |
| 30D | +11.8% | +4.6% | +7.2% | +11.2% |
| 3M | +3.7% | -1.1% | +4.8% | +3.7% |
| 6M | -4.3% | +16.5% | -20.8% | -6.1% |
| YTD | +2.1% | +11.4% | -9.3% | +0.4% |
| 1Y | +2.5% | +16.1% | -13.6% | +0.3% |
| 3Y | -5.0% | +252.6% | -257.6% | -20.3% |
| 5Y | +2.9% | +244.9% | -242.0% | -14.9% |
| All | +91.3% | +342.1% | -250.9% | +49.5% |
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