+76.6%
PEP vs RVTY
+140.1%
-63.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.0% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | +0.7% | +10.8% | -10.2% | -1.2% |
| 3M | -0.5% | +26.8% | -27.3% | -4.8% |
| 6M | -11.3% | +39.3% | -50.6% | -16.8% |
| YTD | -0.6% | +31.6% | -32.2% | -6.3% |
| 1Y | +1.7% | +47.7% | -46.0% | -6.6% |
| 3Y | -12.5% | +19.9% | -32.4% | -18.0% |
| 5Y | +3.9% | -32.3% | +36.2% | +8.5% |
| 10Y | +76.6% | +138.4% | -61.9% | +35.1% |
| All | +76.6% | +140.1% | -63.5% | +35.1% |
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