+4.7%
PEP vs RMD
-19.3%
+24.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.4% | -5.0% | +3.6% | -0.7% |
| 30D | +0.2% | +2.2% | -2.0% | -0.1% |
| 3M | -1.1% | +17.8% | -19.0% | -3.5% |
| 6M | -13.5% | -11.3% | -2.1% | -12.5% |
| YTD | -1.2% | -4.4% | +3.2% | -1.2% |
| 1Y | -1.6% | -15.7% | +14.2% | 0.0% |
| 3Y | -12.5% | +47.7% | -60.3% | -19.7% |
| All | +4.7% | -19.3% | +24.1% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling