+2.9%
PEP vs F
-15.3%
+18.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.9% |
| 7D | -0.3% | -3.9% | +3.6% | 0.0% |
| 30D | +11.8% | -0.5% | +12.2% | +11.8% |
| 3M | +3.7% | -12.9% | +16.6% | +4.8% |
| 6M | -4.3% | +1.5% | -5.9% | -4.8% |
| YTD | +2.1% | -5.0% | +7.2% | +2.0% |
| 1Y | +2.5% | -7.3% | +9.9% | +2.6% |
| 3Y | -5.0% | +45.3% | -50.3% | -10.5% |
| 5Y | +2.9% | -15.8% | +18.6% | 0.0% |
| All | +2.9% | -15.3% | +18.1% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling