+79.1%
PEP vs ROST
+299.2%
-220.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.9% |
| 7D | -1.7% | -2.2% | +0.5% | -1.3% |
| 30D | +0.3% | -11.4% | +11.7% | +2.6% |
| 3M | -3.2% | -1.6% | -1.6% | -3.1% |
| 6M | -13.6% | +6.8% | -20.4% | -14.9% |
| YTD | -1.9% | +25.8% | -27.7% | -6.5% |
| 1Y | -0.6% | +52.4% | -53.0% | -9.0% |
| 3Y | -13.6% | +94.4% | -108.0% | -25.3% |
| 5Y | +3.2% | +108.2% | -105.0% | -13.7% |
| 10Y | +79.1% | +308.5% | -229.4% | +32.0% |
| All | +79.1% | +299.2% | -220.1% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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