+15.2%
PEP vs RVMD
+622.3%
-607.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -1.0% | -3.0% | +2.0% | -0.8% |
| 30D | -0.7% | -0.7% | +0.1% | -0.7% |
| 3M | -4.1% | +36.5% | -40.7% | -5.3% |
| 6M | -13.1% | +104.6% | -117.7% | -15.9% |
| YTD | -2.1% | +155.8% | -158.0% | -6.6% |
| 1Y | -1.7% | +340.7% | -342.3% | -8.7% |
| 3Y | -15.1% | +519.9% | -535.0% | -23.8% |
| 5Y | +3.1% | +584.9% | -581.8% | -10.3% |
| All | +15.2% | +622.3% | -607.2% | -5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling