+4.7%
PEP vs F
+55.4%
-50.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.1% | -0.8% |
| 7D | -1.4% | +5.3% | -6.7% | -1.8% |
| 30D | +0.2% | +4.6% | -4.4% | -0.1% |
| 3M | -1.1% | -3.7% | +2.5% | -0.9% |
| 6M | -13.5% | +16.8% | -30.3% | -14.8% |
| YTD | -1.2% | +15.3% | -16.5% | -2.7% |
| 1Y | -1.6% | +31.0% | -32.6% | -4.3% |
| 3Y | -12.5% | +45.4% | -58.0% | -16.9% |
| All | +4.7% | +55.4% | -50.6% | -0.9% |
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