+80.1%
PEP vs ROL
+216.1%
-136.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.3% |
| 7D | +2.9% | +9.5% | -6.6% | 0.0% |
| 30D | +14.2% | +22.9% | -8.7% | +7.1% |
| 3M | +3.2% | +3.5% | -0.4% | +1.8% |
| 6M | -7.4% | -29.4% | +21.9% | +2.4% |
| YTD | +1.5% | -36.1% | +37.5% | +15.3% |
| 1Y | +3.9% | -34.4% | +38.2% | +17.0% |
| 3Y | -5.5% | +4.0% | -9.5% | -9.2% |
| 5Y | +0.1% | +13.2% | -13.1% | -8.3% |
| All | +80.1% | +216.1% | -136.0% | +17.0% |
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