-4.1%
PEP vs RPRX
+172.9%
-177.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.1% |
| 7D | +4.6% | +4.6% | 0.0% | +4.0% |
| 30D | +14.0% | +22.0% | -8.0% | +11.2% |
| 3M | +5.4% | +20.3% | -14.9% | +2.9% |
| 6M | -5.1% | +37.9% | -43.0% | -8.9% |
| YTD | +3.1% | +82.2% | -79.1% | -4.3% |
| 1Y | +4.8% | +83.7% | -78.9% | -2.9% |
| 3Y | -4.1% | +175.4% | -179.6% | -14.6% |
| All | -4.1% | +172.9% | -177.1% | -14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling