+154.8%
PEP vs RNG
+327.7%
-173.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | -0.5% |
| 7D | -1.4% | +5.8% | -7.2% | -1.7% |
| 30D | +0.2% | +19.6% | -19.4% | -0.7% |
| 3M | -1.1% | +67.0% | -68.1% | -3.9% |
| 6M | -13.5% | +88.4% | -101.9% | -16.7% |
| YTD | -1.2% | +155.5% | -156.7% | -6.8% |
| 1Y | -1.6% | +141.7% | -143.2% | -7.0% |
| 3Y | -12.5% | +131.1% | -143.6% | -18.4% |
| 5Y | +3.0% | -70.6% | +73.6% | +7.0% |
| 10Y | +73.9% | +228.2% | -154.3% | +60.2% |
| All | +154.8% | +327.7% | -173.0% | +132.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling