+89.6%
PEP vs RUN
+94.0%
-4.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -10.6% | +11.8% | +1.6% |
| 7D | +4.6% | +0.3% | +4.3% | +4.6% |
| 30D | +14.0% | +14.0% | 0.0% | +13.4% |
| 3M | +5.4% | -11.8% | +17.1% | +5.6% |
| 6M | -5.1% | -40.4% | +35.2% | -3.9% |
| YTD | +3.1% | -52.7% | +55.8% | +4.6% |
| 1Y | +4.8% | -52.5% | +57.3% | +6.2% |
| 3Y | -4.1% | -7.7% | +3.6% | -9.7% |
| 5Y | +3.0% | -83.9% | +86.8% | +3.0% |
| 10Y | +89.6% | +84.9% | +4.7% | +54.9% |
| All | +89.6% | +94.0% | -4.4% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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