+3.9%
PEP vs RUN
-80.3%
+84.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | +0.5% |
| 7D | +0.1% | +10.2% | -10.1% | 0.0% |
| 30D | +0.7% | -9.6% | +10.3% | +0.8% |
| 3M | -0.5% | -31.5% | +31.0% | -0.1% |
| 6M | -11.3% | -18.7% | +7.4% | -11.2% |
| YTD | -0.6% | -49.9% | +49.3% | 0.0% |
| 1Y | +1.7% | -45.5% | +47.2% | +1.9% |
| 3Y | -12.5% | -34.1% | +21.6% | -14.5% |
| 5Y | +3.9% | -79.4% | +83.3% | +1.2% |
| All | +3.9% | -80.3% | +84.2% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling