+95.5%
PEP vs F
+64.5%
+31.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.2% | +2.2% |
| 7D | +2.9% | -3.1% | +6.0% | +3.3% |
| 30D | +12.5% | 0.0% | +12.5% | +12.5% |
| 3M | +4.5% | -13.2% | +17.7% | +6.3% |
| 6M | -0.5% | -10.2% | +9.7% | +0.4% |
| YTD | +4.4% | -4.9% | +9.4% | +4.2% |
| 1Y | +4.4% | -6.1% | +10.4% | +4.3% |
| 3Y | -3.4% | +46.0% | -49.4% | -10.9% |
| 5Y | +5.2% | -15.7% | +20.9% | +2.6% |
| All | +95.5% | +64.5% | +31.1% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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