+3.2%
PEP vs RSG
+90.2%
-87.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | +0.3% | +3.7% | -3.4% | -1.2% |
| 3M | -3.2% | +6.2% | -9.4% | -5.6% |
| 6M | -13.6% | -2.8% | -10.8% | -12.8% |
| YTD | -1.9% | +5.9% | -7.8% | -4.6% |
| 1Y | -0.6% | -1.8% | +1.2% | -0.3% |
| 3Y | -13.6% | +57.5% | -71.1% | -31.5% |
| 5Y | +3.2% | +91.1% | -87.9% | -27.1% |
| All | +3.2% | +90.2% | -87.0% | -27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling