+1,257.0%
PEP vs RMD
+36,837.6%
-35,580.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.6% |
| YTD | -1.2% | -4.4% | +3.2% | -1.0% |
| 1Y | -1.6% | -15.7% | +14.2% | -0.2% |
| 3Y | -12.5% | +47.7% | -60.3% | -17.1% |
| 5Y | +3.0% | -19.2% | +22.2% | +3.0% |
| 10Y | +73.9% | +280.4% | -206.5% | +51.6% |
| All | +1,257.0% | +36,837.6% | -35,580.7% | +913.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling