+608.8%
PEP vs RSG
+2,310.6%
-1,701.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +2.9% | +2.5% | +0.4% | +2.4% |
| 30D | +12.5% | +12.7% | -0.2% | +9.8% |
| 3M | +4.5% | +17.9% | -13.4% | +1.1% |
| 6M | -0.5% | +25.0% | -25.5% | -4.9% |
| YTD | +4.4% | +20.8% | -16.4% | +0.3% |
| 1Y | +4.4% | +24.3% | -19.9% | -0.3% |
| 3Y | -3.4% | +65.3% | -68.6% | -13.0% |
| 5Y | +5.2% | +99.1% | -93.9% | -8.8% |
| 10Y | +92.1% | +452.4% | -360.3% | +41.2% |
| All | +608.8% | +2,310.6% | -1,701.9% | +370.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling