+3.9%
PEP vs ROST
+111.1%
-107.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +0.1% | +0.2% | -0.1% | +0.1% |
| 30D | +0.7% | -10.0% | +10.6% | +2.2% |
| 3M | -0.5% | +1.2% | -1.8% | -0.8% |
| 6M | -11.3% | +8.9% | -20.3% | -12.6% |
| YTD | -0.6% | +28.1% | -28.7% | -4.5% |
| 1Y | +1.7% | +53.0% | -51.3% | -5.0% |
| 3Y | -12.5% | +97.9% | -110.3% | -21.9% |
| 5Y | +3.9% | +112.0% | -108.1% | -9.7% |
| All | +3.9% | +111.1% | -107.2% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling