+27.5%
PEP vs RPRX
+66.6%
-39.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.4% | +5.1% | -6.5% | -2.0% |
| 30D | +0.2% | +11.2% | -11.0% | -1.1% |
| 3M | -1.1% | +16.7% | -17.8% | -3.0% |
| 6M | -13.5% | +36.0% | -49.5% | -16.8% |
| YTD | -1.2% | +67.8% | -69.0% | -7.4% |
| 1Y | -1.6% | +76.7% | -78.2% | -8.4% |
| 3Y | -12.5% | +128.1% | -140.6% | -21.4% |
| 5Y | +3.0% | +82.9% | -79.8% | -4.9% |
| All | +27.5% | +66.6% | -39.2% | +17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling