+76.6%
PEP vs ROL
+203.4%
-126.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.4% |
| 7D | +0.1% | -3.4% | +3.5% | +1.2% |
| 30D | +0.7% | -6.9% | +7.6% | +2.9% |
| 3M | -0.5% | -24.6% | +24.1% | +8.2% |
| 6M | -11.3% | -39.5% | +28.2% | +3.1% |
| YTD | -0.6% | -41.1% | +40.5% | +16.1% |
| 1Y | +1.7% | -37.9% | +39.6% | +16.4% |
| 3Y | -12.5% | +0.8% | -13.3% | -15.1% |
| 5Y | +3.9% | -4.7% | +8.6% | +0.6% |
| 10Y | +76.6% | +207.9% | -131.3% | +20.6% |
| All | +76.6% | +203.4% | -126.8% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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