-3.4%
PEP vs RRC
+60.0%
-63.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.2% |
| 7D | +2.9% | +6.4% | -3.5% | +2.9% |
| 30D | +12.5% | +23.9% | -11.4% | +12.3% |
| 3M | +4.5% | +30.2% | -25.6% | +4.4% |
| 6M | -0.5% | +26.3% | -26.7% | -0.7% |
| YTD | +4.4% | +48.1% | -43.7% | +4.4% |
| 1Y | +4.4% | +37.7% | -33.3% | +4.2% |
| 3Y | -3.4% | +60.3% | -63.7% | -4.3% |
| All | -3.4% | +60.0% | -63.4% | -4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling