+3.2%
PEP vs RVMD
+591.3%
-588.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.4% | -1.3% |
| 7D | -1.7% | -0.7% | -0.9% | -1.7% |
| 30D | +0.3% | +0.3% | 0.0% | +0.3% |
| 3M | -3.2% | +38.9% | -42.1% | -3.9% |
| 6M | -13.6% | +108.1% | -121.7% | -15.0% |
| YTD | -1.9% | +160.7% | -162.6% | -4.3% |
| 1Y | -0.6% | +407.3% | -407.9% | -5.1% |
| 3Y | -13.6% | +546.6% | -560.2% | -19.0% |
| 5Y | +3.2% | +579.8% | -576.6% | -5.6% |
| All | +3.2% | +591.3% | -588.1% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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