+95.5%
PEP vs RSG
+452.6%
-357.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +2.9% | +2.5% | +0.4% | +1.5% |
| 30D | +12.5% | +12.7% | -0.2% | +5.3% |
| 3M | +4.5% | +17.9% | -13.4% | -4.6% |
| 6M | -0.5% | +25.0% | -25.5% | -12.2% |
| YTD | +4.4% | +20.8% | -16.4% | -6.5% |
| 1Y | +4.4% | +24.3% | -19.9% | -8.2% |
| 3Y | -3.4% | +65.3% | -68.6% | -29.5% |
| 5Y | +5.2% | +99.1% | -93.9% | -32.5% |
| All | +95.5% | +452.6% | -357.0% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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