+3,159.9%
PEP vs ROK
+15,847.2%
-12,687.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -1.9% | -0.9% |
| 7D | -1.4% | +0.7% | -2.1% | -1.5% |
| 30D | +0.2% | -3.3% | +3.5% | +0.8% |
| 3M | -1.1% | -5.9% | +4.7% | -0.4% |
| 6M | -13.5% | +13.9% | -27.3% | -16.3% |
| YTD | -1.2% | +12.6% | -13.8% | -4.4% |
| 1Y | -1.6% | +28.6% | -30.1% | -7.4% |
| 3Y | -12.5% | +45.1% | -57.6% | -21.5% |
| 5Y | +3.0% | +45.6% | -42.5% | -9.3% |
| 10Y | +73.9% | +345.0% | -271.1% | +18.1% |
| All | +3,159.9% | +15,847.2% | -12,687.3% | +669.3% |
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