+3,260.6%
PEP vs ROK
+14,213.2%
-10,952.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.2% | -0.3% |
| 7D | +1.0% | -11.5% | +12.6% | +3.1% |
| 30D | +12.6% | -10.0% | +22.6% | +14.5% |
| 3M | +3.1% | -11.4% | +14.6% | +5.0% |
| 6M | -6.3% | -13.7% | +7.4% | -4.5% |
| YTD | +1.9% | +1.0% | +0.8% | +0.2% |
| 1Y | +3.3% | +5.6% | -2.4% | +0.6% |
| 3Y | -4.8% | +59.1% | -63.9% | -16.6% |
| 5Y | +2.0% | +26.1% | -24.1% | -7.9% |
| 10Y | +80.3% | +266.4% | -186.1% | +26.7% |
| All | +3,260.6% | +14,213.2% | -10,952.6% | +705.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling