+76.6%
PEP vs RRC
+7.9%
+68.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | +0.1% | -1.2% | +1.3% | +0.1% |
| 30D | +0.7% | +9.4% | -8.8% | +0.4% |
| 3M | -0.5% | +7.4% | -7.9% | -0.8% |
| 6M | -11.3% | +1.5% | -12.8% | -11.4% |
| YTD | -0.6% | +19.4% | -20.0% | -1.3% |
| 1Y | +1.7% | +24.2% | -22.6% | +0.8% |
| 3Y | -12.5% | +32.8% | -45.3% | -13.8% |
| 5Y | +3.9% | +152.9% | -149.0% | -1.1% |
| 10Y | +76.6% | +3.9% | +72.7% | +49.3% |
| All | +76.6% | +7.9% | +68.7% | +49.3% |
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