+3,159.9%
PEP vs ROL
+9,030.3%
-5,870.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -1.4% | -1.4% | 0.0% | -1.1% |
| 30D | +0.2% | -4.1% | +4.3% | +1.1% |
| 3M | -1.1% | -22.5% | +21.4% | +4.5% |
| 6M | -13.5% | -37.7% | +24.2% | -4.1% |
| YTD | -1.2% | -39.6% | +38.4% | +10.0% |
| 1Y | -1.6% | -36.0% | +34.5% | +8.0% |
| 3Y | -12.5% | -5.1% | -7.4% | -12.7% |
| 5Y | +3.0% | -3.4% | +6.4% | +1.2% |
| 10Y | +73.9% | +215.2% | -141.3% | +31.5% |
| All | +3,159.9% | +9,030.3% | -5,870.3% | +981.0% |
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 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