+4.4%
PEP vs RL
+239.2%
-234.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.3% |
| 7D | +2.9% | +2.6% | +0.3% | +2.7% |
| 30D | +12.5% | +2.9% | +9.6% | +12.3% |
| 3M | +4.5% | 0.0% | +4.5% | +4.5% |
| 6M | -0.5% | +17.1% | -17.6% | -1.5% |
| YTD | +4.4% | +10.1% | -5.7% | +3.6% |
| 1Y | +4.4% | +17.3% | -13.0% | +3.1% |
| 3Y | -3.4% | +249.3% | -252.7% | -14.5% |
| All | +4.4% | +239.2% | -234.7% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling