+3.3%
PEP vs F
-11.9%
+15.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | +6.7% | +1.4% | +5.3% | +6.6% |
| 30D | +13.5% | +2.0% | +11.5% | +13.3% |
| 3M | +3.9% | -10.4% | +14.3% | +4.8% |
| 6M | -6.0% | +9.7% | -15.7% | -7.1% |
| YTD | +2.5% | -1.2% | +3.6% | +2.0% |
| 1Y | +3.9% | 0.0% | +3.9% | +3.4% |
| 3Y | -4.7% | +41.1% | -45.7% | -9.7% |
| All | +3.3% | -11.9% | +15.3% | +0.1% |
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