-13.1%
PEP vs RMD
+53.4%
-66.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.4% | -5.0% | +3.6% | -0.9% |
| 30D | +0.2% | +2.2% | -2.0% | 0.0% |
| 3M | -1.1% | +17.8% | -19.0% | -2.9% |
| 6M | -13.5% | -11.3% | -2.1% | -13.1% |
| YTD | -1.2% | -4.4% | +3.2% | -1.5% |
| 1Y | -1.6% | -15.7% | +14.2% | -0.9% |
| All | -13.1% | +53.4% | -66.4% | -19.4% |
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