+89.6%
PEP vs ROK
+270.1%
-180.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +0.9% |
| 7D | +4.6% | -11.0% | +15.6% | +6.4% |
| 30D | +14.0% | -8.2% | +22.2% | +15.2% |
| 3M | +5.4% | -8.5% | +13.8% | +6.5% |
| 6M | -5.1% | -12.0% | +6.8% | -3.9% |
| YTD | +3.1% | +3.1% | 0.0% | +0.9% |
| 1Y | +4.8% | +2.9% | +1.9% | +2.5% |
| 3Y | -4.1% | +60.7% | -64.8% | -16.7% |
| 5Y | +3.0% | +29.5% | -26.5% | -7.6% |
| 10Y | +89.6% | +262.6% | -173.0% | +35.7% |
| All | +89.6% | +270.1% | -180.5% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 10y: compounded portfolio wealth divided by compounded ROK 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…
10y analysis · Full analysis span regression · 6 months rolling