-4.8%
PEP vs ROST
+98.3%
-103.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | 0.0% |
| 7D | +1.0% | +2.8% | -1.7% | +0.6% |
| 30D | +12.6% | +6.6% | +6.1% | +11.5% |
| 3M | +3.1% | -7.0% | +10.1% | +4.1% |
| 6M | -6.3% | +5.4% | -11.6% | -7.2% |
| YTD | +1.9% | +32.4% | -30.5% | -2.4% |
| 1Y | +3.3% | +48.4% | -45.1% | -2.8% |
| 3Y | -4.8% | +99.5% | -104.3% | -13.4% |
| All | -4.8% | +98.3% | -103.1% | -13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling