-3.4%
PEP vs RMD
+15.4%
-18.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.6% |
| 7D | +2.9% | +2.3% | +0.6% | +2.4% |
| 30D | +14.2% | +4.1% | +10.1% | +12.2% |
| 3M | +3.2% | +5.7% | -2.5% | +0.8% |
| All | -3.4% | +15.4% | -18.7% | -10.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling