+702.8%
PEP vs RL
+1,366.2%
-663.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -0.9% |
| 7D | -1.4% | -0.8% | -0.6% | -1.3% |
| 30D | +0.2% | -7.8% | +8.0% | +1.2% |
| 3M | -1.1% | -4.0% | +2.9% | -0.8% |
| 6M | -13.5% | -1.9% | -11.6% | -13.7% |
| YTD | -1.2% | -0.2% | -1.0% | -1.8% |
| 1Y | -1.6% | +10.7% | -12.2% | -3.6% |
| 3Y | -12.5% | +210.8% | -223.3% | -26.9% |
| 5Y | +3.0% | +238.2% | -235.2% | -16.5% |
| 10Y | +73.9% | +313.4% | -239.5% | +30.3% |
| All | +702.8% | +1,366.2% | -663.4% | +341.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling