+89.6%
PEP vs RL
+369.1%
-279.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | +4.6% | +1.3% | +3.3% | +4.4% |
| 30D | +14.0% | +7.6% | +6.4% | +13.1% |
| 3M | +5.4% | -1.5% | +6.9% | +5.4% |
| 6M | -5.1% | +12.1% | -17.2% | -6.5% |
| YTD | +3.1% | +13.9% | -10.8% | +1.2% |
| 1Y | +4.8% | +20.7% | -15.9% | +2.1% |
| 3Y | -4.1% | +260.6% | -264.7% | -19.6% |
| 5Y | +3.0% | +248.9% | -245.9% | -14.8% |
| 10Y | +89.6% | +355.9% | -266.3% | +44.2% |
| All | +89.6% | +369.1% | -279.5% | +44.2% |
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