+214.6%
RSP vs PEP
+82.4%
+132.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.0% |
| 7D | -1.4% | +6.7% | -8.1% | -4.5% |
| 30D | +2.1% | +13.5% | -11.4% | -4.0% |
| 3M | -0.9% | +3.9% | -4.9% | -3.0% |
| 6M | +7.5% | -6.0% | +13.5% | +10.1% |
| YTD | +14.6% | +2.5% | +12.1% | +11.7% |
| 1Y | +17.6% | +3.9% | +13.7% | +13.7% |
| 3Y | +60.8% | -4.7% | +65.4% | +58.9% |
| 5Y | +46.1% | +1.1% | +45.0% | +38.0% |
| All | +214.6% | +82.4% | +132.2% | +130.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling