-45.7%
RDDT vs PEP
+2.4%
-48.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.8% | +2.2% | +7.5% |
| 7D | -24.4% | +7.4% | -31.7% | -21.8% |
| 30D | -32.3% | +13.3% | -45.6% | -28.8% |
| 3M | -36.3% | +3.5% | -39.8% | -34.7% |
| 6M | -39.7% | -5.9% | -33.8% | -42.8% |
| YTD | -55.7% | +2.3% | -57.9% | -56.1% |
| 1Y | -45.7% | +3.7% | -49.4% | -46.8% |
| All | -45.7% | +2.4% | -48.1% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 1y: compounded portfolio wealth divided by compounded PEP 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…
1y analysis · Full analysis span regression · 6 months rolling