+3,280.3%
PEP vs ROL
+9,768.6%
-6,488.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | 0.0% |
| 7D | +6.7% | +11.7% | -5.1% | +4.0% |
| 30D | +13.5% | +27.7% | -14.2% | +7.4% |
| 3M | +3.9% | +3.7% | +0.3% | +2.9% |
| 6M | -6.0% | -27.8% | +21.8% | +0.6% |
| YTD | +2.5% | -34.7% | +37.2% | +11.9% |
| 1Y | +3.9% | -34.1% | +38.0% | +13.3% |
| 3Y | -4.7% | +5.9% | -10.5% | -7.1% |
| 5Y | +1.1% | +15.6% | -14.5% | -4.5% |
| 10Y | +83.8% | +226.5% | -142.6% | +37.6% |
| All | +3,280.3% | +9,768.6% | -6,488.4% | +999.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling