+4.7%
PEP vs ROL
-3.8%
+8.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -1.4% | -1.4% | 0.0% | -1.0% |
| 30D | +0.2% | -4.1% | +4.3% | +1.3% |
| 3M | -1.1% | -22.5% | +21.4% | +5.1% |
| 6M | -13.5% | -37.7% | +24.2% | -3.2% |
| YTD | -1.2% | -39.6% | +38.4% | +11.1% |
| 1Y | -1.6% | -36.0% | +34.5% | +8.9% |
| 3Y | -12.5% | -5.1% | -7.4% | -12.7% |
| All | +4.7% | -3.8% | +8.5% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling