+2,101.4%
PEP vs ROP
+30,865.5%
-28,764.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +6.7% | +9.2% | -2.5% | +5.3% |
| 30D | +13.5% | +35.5% | -22.0% | +8.6% |
| 3M | +3.9% | +24.8% | -20.8% | +0.6% |
| 6M | -6.0% | +38.4% | -44.4% | -10.5% |
| YTD | +2.5% | +11.4% | -8.9% | +0.3% |
| 1Y | +3.9% | +11.2% | -7.2% | +1.8% |
| 3Y | -4.7% | -0.2% | -4.5% | -5.5% |
| 5Y | +1.1% | +4.8% | -3.7% | -0.8% |
| 10Y | +83.8% | +208.2% | -124.4% | +58.3% |
| All | +2,101.4% | +30,865.5% | -28,764.1% | +1,283.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling