+3.9%
PEP vs F
-11.6%
+15.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.5% |
| 7D | +6.7% | +1.4% | +5.3% | +6.3% |
| 30D | +13.5% | +2.0% | +11.5% | +13.0% |
| 3M | +3.9% | -10.4% | +14.3% | +5.2% |
| All | +3.9% | -11.6% | +15.5% | +5.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling