+208.0%
RDDT vs PEP
-12.8%
+220.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | 0.0% | +6.1% | +6.1% |
| 7D | -0.4% | -1.4% | +0.9% | -0.9% |
| 30D | -0.5% | -0.2% | -0.3% | -0.6% |
| 3M | -9.8% | -4.3% | -5.5% | -12.0% |
| 6M | +15.8% | -13.2% | +29.0% | +8.0% |
| YTD | -32.4% | -1.9% | -30.5% | -33.0% |
| 1Y | -40.0% | -0.3% | -39.7% | -40.0% |
| All | +208.0% | -12.8% | +220.7% | +176.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling