-4.6%
PEP vs RL
+244.8%
-249.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.3% | +7.6% | +0.3% |
| 7D | +6.7% | -4.7% | +11.3% | +6.7% |
| 30D | +13.5% | +3.6% | +10.0% | +13.5% |
| 3M | +3.9% | +0.5% | +3.4% | +3.9% |
| 6M | -6.0% | +6.6% | -12.6% | -6.0% |
| YTD | +2.5% | +8.8% | -6.4% | +2.5% |
| 1Y | +3.9% | +21.8% | -17.8% | +4.0% |
| All | -4.6% | +244.8% | -249.4% | -5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling