+89.6%
PEP vs F
+77.5%
+12.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.5% |
| 7D | +4.6% | -0.2% | +4.9% | +4.7% |
| 30D | +14.0% | +0.9% | +13.1% | +13.9% |
| 3M | +5.4% | -11.3% | +16.7% | +6.8% |
| 6M | -5.1% | +2.0% | -7.2% | -6.0% |
| YTD | +3.1% | -3.2% | +6.3% | +2.7% |
| 1Y | +4.8% | -3.5% | +8.2% | +4.3% |
| 3Y | -4.1% | +48.1% | -52.2% | -11.7% |
| 5Y | +3.0% | -13.5% | +16.5% | +0.1% |
| 10Y | +89.6% | +72.2% | +17.4% | +41.2% |
| All | +89.6% | +77.5% | +12.1% | +41.2% |
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