+33.0%
PEP vs RPRX
+80.9%
-47.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.3% |
| 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% | -4.4% |
| 1Y | +4.8% | +83.7% | -78.9% | -2.9% |
| 3Y | -4.1% | +175.4% | -179.6% | -15.8% |
| 5Y | +3.0% | +87.7% | -84.8% | -5.5% |
| All | +33.0% | +80.9% | -47.9% | +21.3% |
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