+3,159.9%
PEP vs RRC
+1,202.2%
+1,957.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -1.4% | +1.3% | -2.7% | -1.5% |
| 30D | +0.2% | +10.1% | -9.9% | -0.2% |
| 3M | -1.1% | +4.0% | -5.1% | -1.3% |
| 6M | -13.5% | +1.6% | -15.1% | -13.6% |
| YTD | -1.2% | +19.7% | -20.9% | -2.0% |
| 1Y | -1.6% | +21.4% | -23.0% | -2.6% |
| 3Y | -12.5% | +29.7% | -42.2% | -14.1% |
| 5Y | +3.0% | +153.9% | -150.8% | -3.0% |
| 10Y | +73.9% | +10.8% | +63.1% | +61.2% |
| All | +3,159.9% | +1,202.2% | +1,957.7% | +2,593.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling