+95.5%
PEP vs ROK
+264.0%
-168.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.7% | +2.3% |
| 7D | +2.9% | +7.1% | -4.2% | +1.7% |
| 30D | +12.5% | -5.0% | +17.5% | +13.1% |
| 3M | +4.5% | -9.4% | +13.9% | +5.8% |
| 6M | -0.5% | -11.0% | +10.5% | +0.6% |
| YTD | +4.4% | +4.4% | 0.0% | +2.0% |
| 1Y | +4.4% | +7.4% | -3.1% | +1.3% |
| 3Y | -3.4% | +61.0% | -64.4% | -16.0% |
| 5Y | +5.2% | +30.4% | -25.2% | -5.7% |
| All | +95.5% | +264.0% | -168.4% | +39.8% |
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