-39.4%
RDDT vs PEP
-0.7%
-38.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.5% |
| 7D | +2.1% | -1.0% | +3.1% | +1.8% |
| 30D | +2.8% | -0.7% | +3.5% | +2.6% |
| 3M | -8.9% | -4.1% | -4.8% | -11.7% |
| 6M | +15.1% | -13.1% | +28.1% | +4.1% |
| YTD | -31.4% | -2.1% | -29.2% | -33.3% |
| 1Y | -39.4% | -1.7% | -37.8% | -41.3% |
| All | -39.4% | -0.7% | -38.7% | -41.3% |
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