-12.5%
PEP vs RPRX
+126.7%
-139.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.3% | +5.9% | +1.2% |
| 7D | +0.1% | -2.8% | +2.9% | +0.4% |
| 30D | +0.7% | +7.2% | -6.5% | -0.3% |
| 3M | -0.5% | +10.9% | -11.4% | -1.9% |
| 6M | -11.3% | +34.6% | -45.9% | -14.7% |
| YTD | -0.6% | +59.0% | -59.6% | -6.3% |
| 1Y | +1.7% | +72.5% | -70.9% | -5.4% |
| 3Y | -12.5% | +124.1% | -136.6% | -21.5% |
| All | -12.5% | +126.7% | -139.1% | -21.5% |
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