+96.1%
PEP vs RUN
-31.9%
+128.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.6% |
| 7D | -1.4% | +1.3% | -2.6% | -1.4% |
| 30D | +0.2% | -15.3% | +15.5% | +0.7% |
| 3M | -1.1% | -40.0% | +38.9% | +0.2% |
| 6M | -13.5% | -27.0% | +13.5% | -13.0% |
| YTD | -1.2% | -51.7% | +50.5% | +0.2% |
| 1Y | -1.6% | -45.9% | +44.3% | -0.9% |
| 3Y | -12.5% | -43.8% | +31.3% | -15.4% |
| 5Y | +3.0% | -80.5% | +83.5% | +1.6% |
| 10Y | +73.9% | +45.3% | +28.7% | +49.5% |
| All | +96.1% | -31.9% | +128.1% | +70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling