+102.2%
PEP vs RUN
-25.4%
+127.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.5% |
| 7D | +1.0% | +18.1% | -17.0% | +0.5% |
| 30D | +12.6% | +27.5% | -14.9% | +11.7% |
| 3M | +3.1% | -4.5% | +7.7% | +3.1% |
| 6M | -6.3% | -33.3% | +27.0% | -5.4% |
| YTD | +1.9% | -47.1% | +48.9% | +2.9% |
| 1Y | +3.3% | -43.1% | +46.4% | +4.0% |
| 3Y | -4.8% | -3.0% | -1.9% | -9.8% |
| 5Y | +2.0% | -82.6% | +84.6% | +1.5% |
| 10Y | +80.3% | +103.3% | -23.0% | +54.0% |
| All | +102.2% | -25.4% | +127.6% | +74.5% |
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