+80.1%
PEP vs RVTY
+206.3%
-126.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -1.4% |
| 7D | +2.9% | -1.2% | +4.1% | +2.9% |
| 30D | +14.2% | +1.0% | +13.2% | +13.7% |
| 3M | +3.2% | +35.8% | -32.7% | -2.5% |
| 6M | -7.4% | +56.7% | -64.1% | -14.9% |
| YTD | +1.5% | +60.7% | -59.2% | -7.8% |
| 1Y | +3.9% | +73.7% | -69.8% | -7.1% |
| 3Y | -5.5% | +82.8% | -88.3% | -18.1% |
| 5Y | +0.1% | -7.0% | +7.2% | -2.0% |
| All | +80.1% | +206.3% | -126.2% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling