+3.7%
PEP vs RPRX
+85.8%
-82.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.0% | +3.6% |
| 7D | +7.4% | +4.2% | +3.2% | +6.9% |
| 30D | +13.3% | +19.2% | -5.9% | +11.6% |
| 3M | +3.5% | +18.0% | -14.5% | +1.8% |
| 6M | -5.9% | +35.7% | -41.6% | -7.6% |
| YTD | +2.3% | +77.2% | -75.0% | +1.3% |
| 1Y | +3.7% | +82.0% | -78.3% | +2.8% |
| All | +3.7% | +85.8% | -82.1% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 1y: compounded portfolio wealth divided by compounded RPRX 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…
1y analysis · Full analysis span regression · 6 months rolling