+3.9%
PEP vs ROK
+46.6%
-42.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.7% |
| 7D | +0.1% | +2.8% | -2.7% | -0.1% |
| 30D | +0.7% | -2.4% | +3.1% | +0.8% |
| 3M | -0.5% | -4.7% | +4.2% | -0.4% |
| 6M | -11.3% | +16.8% | -28.1% | -13.1% |
| YTD | -0.6% | +11.4% | -12.0% | -2.3% |
| 1Y | +1.7% | +26.2% | -24.5% | -1.6% |
| 3Y | -12.5% | +51.9% | -64.3% | -18.4% |
| 5Y | +3.9% | +46.4% | -42.5% | -3.4% |
| All | +3.9% | +46.6% | -42.7% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling