-4.6%
PEP vs RVTY
+73.0%
-77.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | +0.6% |
| 7D | +6.7% | -9.0% | +15.7% | +7.4% |
| 30D | +13.5% | -1.6% | +15.1% | +13.4% |
| 3M | +3.9% | +31.2% | -27.3% | +0.7% |
| 6M | -6.0% | +63.6% | -69.6% | -11.3% |
| YTD | +2.5% | +56.3% | -53.8% | -3.4% |
| 1Y | +3.9% | +63.3% | -59.4% | -2.8% |
| All | -4.6% | +73.0% | -77.6% | -12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling