-4.6%
PEP vs RMD
+60.1%
-64.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +6.7% | -5.3% | +12.0% | +7.1% |
| 30D | +13.5% | +8.4% | +5.1% | +12.5% |
| 3M | +3.9% | +7.1% | -3.2% | +3.0% |
| 6M | -6.0% | +15.8% | -21.8% | -7.7% |
| YTD | +2.5% | +0.2% | +2.3% | +1.5% |
| 1Y | +3.9% | -1.4% | +5.3% | +3.0% |
| All | -4.6% | +60.1% | -64.7% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling