+2.0%
PEP vs RUN
-83.2%
+85.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.4% |
| 7D | +1.0% | +18.1% | -17.0% | +0.8% |
| 30D | +12.6% | +27.5% | -14.9% | +12.2% |
| 3M | +3.1% | -4.5% | +7.7% | +3.1% |
| 6M | -6.3% | -33.3% | +27.0% | -5.9% |
| YTD | +1.9% | -47.1% | +48.9% | +2.4% |
| 1Y | +3.3% | -43.1% | +46.4% | +3.6% |
| 3Y | -4.8% | -3.0% | -1.9% | -7.6% |
| 5Y | +2.0% | -82.6% | +84.6% | +0.6% |
| All | +2.0% | -83.2% | +85.3% | +0.6% |
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