+3.9%
PEP vs RPRX
+74.2%
-70.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.3% | +5.9% | +1.4% |
| 7D | +0.1% | -2.8% | +2.9% | +0.5% |
| 30D | +0.7% | +7.2% | -6.5% | -0.5% |
| 3M | -0.5% | +10.9% | -11.4% | -2.2% |
| 6M | -11.3% | +34.6% | -45.9% | -15.4% |
| YTD | -0.6% | +59.0% | -59.6% | -7.6% |
| 1Y | +1.7% | +72.5% | -70.9% | -6.9% |
| 3Y | -12.5% | +124.1% | -136.6% | -23.4% |
| 5Y | +3.9% | +75.9% | -72.0% | -3.8% |
| All | +3.9% | +74.2% | -70.3% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling