+3,344.9%
PEP vs RRX
+4,247.4%
-902.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.5% | +2.5% |
| 7D | +2.9% | +4.3% | -1.4% | +2.4% |
| 30D | +12.5% | +12.3% | +0.2% | +10.6% |
| 3M | +4.5% | +3.7% | +0.9% | +3.6% |
| 6M | -0.5% | -13.9% | +13.4% | 0.0% |
| YTD | +4.4% | +26.5% | -22.0% | -0.7% |
| 1Y | +4.4% | +29.3% | -25.0% | -1.1% |
| 3Y | -3.4% | +65.6% | -69.0% | -13.7% |
| 5Y | +5.2% | +10.6% | -5.5% | -2.4% |
| 10Y | +92.1% | +202.9% | -110.8% | +51.3% |
| All | +3,344.9% | +4,247.4% | -902.5% | +2,285.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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