-13.0%
PEP vs RNG
+130.7%
-143.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | -0.6% |
| 7D | -1.4% | +5.8% | -7.2% | -1.5% |
| 30D | +0.2% | +19.6% | -19.4% | -0.2% |
| 3M | -1.1% | +67.0% | -68.1% | -2.4% |
| 6M | -13.5% | +88.4% | -101.9% | -14.8% |
| YTD | -1.2% | +155.5% | -156.7% | -3.6% |
| 1Y | -1.6% | +141.7% | -143.2% | -3.9% |
| All | -13.0% | +130.7% | -143.7% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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