+80.3%
PEP vs RRC
+63.1%
+17.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | +1.0% | -10.3% | +11.4% | +1.4% |
| 30D | +12.6% | +19.5% | -6.8% | +11.9% |
| 3M | +3.1% | +27.9% | -24.8% | +2.2% |
| 6M | -6.3% | +21.2% | -27.4% | -7.0% |
| YTD | +1.9% | +39.6% | -37.7% | +0.5% |
| 1Y | +3.3% | +31.3% | -28.0% | +2.1% |
| 3Y | -4.8% | +51.9% | -56.8% | -6.8% |
| 5Y | +2.0% | +110.2% | -108.1% | -2.2% |
| 10Y | +80.3% | +56.7% | +23.7% | +48.0% |
| All | +80.3% | +63.1% | +17.3% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling