+570.7%
PEP vs RSG
+2,015.2%
-1,444.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | -1.4% | +0.3% | -1.7% | -1.5% |
| 30D | +0.2% | +7.6% | -7.3% | -1.3% |
| 3M | -1.1% | +7.4% | -8.5% | -2.5% |
| 6M | -13.5% | -3.3% | -10.2% | -13.0% |
| YTD | -1.2% | +6.0% | -7.2% | -2.5% |
| 1Y | -1.6% | -3.7% | +2.1% | -1.0% |
| 3Y | -12.5% | +59.1% | -71.6% | -20.6% |
| 5Y | +3.0% | +89.0% | -86.0% | -9.6% |
| 10Y | +73.9% | +412.5% | -338.6% | +30.3% |
| All | +570.7% | +2,015.2% | -1,444.5% | +357.2% |
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