+4.7%
PEP vs RVTY
-30.5%
+35.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | -1.4% | +1.1% | -2.5% | -1.5% |
| 30D | +0.2% | +13.2% | -13.0% | -1.3% |
| 3M | -1.1% | +27.2% | -28.4% | -4.2% |
| 6M | -13.5% | +32.4% | -45.9% | -16.9% |
| YTD | -1.2% | +34.9% | -36.1% | -5.6% |
| 1Y | -1.6% | +52.4% | -53.9% | -8.0% |
| 3Y | -12.5% | +12.3% | -24.8% | -15.3% |
| All | +4.7% | -30.5% | +35.3% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling