+2,023.1%
PEP vs ROP
+25,523.2%
-23,500.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | -0.1% |
| 7D | -1.4% | -4.4% | +3.0% | -0.8% |
| 30D | +0.2% | +3.2% | -3.0% | -0.2% |
| 3M | -1.1% | +23.1% | -24.2% | -4.1% |
| 6M | -13.5% | +13.3% | -26.8% | -15.2% |
| YTD | -1.2% | -7.9% | +6.7% | -0.5% |
| 1Y | -1.6% | -22.1% | +20.5% | +1.4% |
| 3Y | -12.5% | -16.8% | +4.3% | -10.9% |
| 5Y | +3.0% | -13.5% | +16.6% | +4.0% |
| 10Y | +73.9% | +137.7% | -63.8% | +55.2% |
| All | +2,023.1% | +25,523.2% | -23,500.2% | +1,272.0% |
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