+163.3%
PEP vs RNG
+343.0%
-179.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.2% | -1.2% |
| 7D | -0.3% | +2.3% | -2.6% | -0.4% |
| 30D | +11.8% | -3.4% | +15.1% | +11.8% |
| 3M | +3.7% | +20.9% | -17.2% | +2.5% |
| 6M | -4.3% | +82.2% | -86.5% | -7.7% |
| YTD | +2.1% | +164.6% | -162.5% | -4.0% |
| 1Y | +2.5% | +177.0% | -174.5% | -3.9% |
| 3Y | -5.0% | +177.4% | -182.4% | -12.3% |
| 5Y | +2.9% | -72.3% | +75.2% | +7.6% |
| 10Y | +87.9% | +238.9% | -151.0% | +72.6% |
| All | +163.3% | +343.0% | -179.7% | +139.8% |
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