+79.1%
PEP vs RUN
+43.6%
+35.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.3% | -1.1% |
| 7D | -1.7% | -1.8% | +0.1% | -1.6% |
| 30D | +0.3% | -10.8% | +11.1% | +0.6% |
| 3M | -3.2% | -30.2% | +26.9% | -2.3% |
| 6M | -13.6% | -22.3% | +8.8% | -13.3% |
| YTD | -1.9% | -52.2% | +50.3% | -0.3% |
| 1Y | -0.6% | -45.1% | +44.5% | +0.1% |
| 3Y | -13.6% | -37.1% | +23.5% | -17.2% |
| 5Y | +3.2% | -80.3% | +83.5% | +1.8% |
| 10Y | +79.1% | +45.2% | +33.9% | +45.7% |
| All | +79.1% | +43.6% | +35.5% | +45.7% |
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