+4.0%
PEP vs RVMD
+466.1%
-462.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.4% | +6.6% | +0.3% |
| 7D | +1.1% | -9.5% | +10.6% | +1.2% |
| 30D | +13.6% | -6.8% | +20.5% | +13.7% |
| 3M | +5.1% | -12.1% | +17.2% | +5.2% |
| 6M | -1.6% | +25.4% | -27.0% | -2.2% |
| YTD | +3.3% | +126.9% | -123.5% | +1.0% |
| 1Y | +3.2% | +182.0% | -178.8% | +0.2% |
| 3Y | -3.9% | +816.8% | -820.7% | -10.6% |
| 5Y | +4.0% | +464.0% | -459.9% | -7.2% |
| All | +4.0% | +466.1% | -462.1% | -7.2% |
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