+75.5%
PEP vs ROP
+141.0%
-65.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | +0.6% |
| 7D | -1.4% | -4.4% | +3.0% | +0.2% |
| 30D | +0.2% | +3.2% | -3.0% | -1.0% |
| 3M | -1.1% | +23.1% | -24.2% | -8.6% |
| 6M | -13.5% | +13.3% | -26.8% | -17.9% |
| YTD | -1.2% | -7.9% | +6.7% | +0.8% |
| 1Y | -1.6% | -22.1% | +20.5% | +7.2% |
| 3Y | -12.5% | -16.8% | +4.3% | -8.6% |
| 5Y | +3.0% | -13.5% | +16.6% | +4.5% |
| All | +75.5% | +141.0% | -65.5% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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