+1,293.5%
PEP vs RMD
+37,961.9%
-36,668.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.8% |
| 7D | +2.9% | +2.3% | +0.6% | +2.7% |
| 30D | +14.2% | +4.1% | +10.1% | +13.7% |
| 3M | +3.2% | +5.7% | -2.5% | +2.4% |
| 6M | -7.4% | +12.9% | -20.3% | -8.8% |
| YTD | +1.5% | -1.5% | +3.0% | +1.3% |
| 1Y | +3.9% | -4.8% | +8.6% | +4.0% |
| 3Y | -5.5% | +57.5% | -63.0% | -11.1% |
| 5Y | +0.1% | -5.5% | +5.6% | -1.6% |
| 10Y | +82.1% | +357.8% | -275.7% | +56.4% |
| All | +1,293.5% | +37,961.9% | -36,668.3% | +936.2% |
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