+75.7%
PEP vs RMD
+277.2%
-201.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | -1.7% | -4.7% | +3.0% | -0.6% |
| 30D | +0.3% | +0.2% | +0.1% | +0.2% |
| 3M | -3.2% | +12.0% | -15.2% | -6.1% |
| 6M | -13.6% | -12.5% | -1.0% | -11.3% |
| YTD | -1.9% | -7.9% | +6.1% | -0.7% |
| 1Y | -0.6% | -20.4% | +19.8% | +4.0% |
| 3Y | -13.6% | +53.1% | -66.7% | -26.4% |
| 5Y | +3.2% | -22.1% | +25.4% | +5.1% |
| All | +75.7% | +277.2% | -201.5% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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