+3,280.3%
PEP vs F
+533.8%
+2,746.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | +6.7% | +1.4% | +5.3% | +6.5% |
| 30D | +13.5% | +2.0% | +11.5% | +13.2% |
| 3M | +3.9% | -10.4% | +14.3% | +5.2% |
| 6M | -6.0% | +9.7% | -15.7% | -7.6% |
| YTD | +2.5% | -1.2% | +3.6% | +1.8% |
| 1Y | +3.9% | 0.0% | +3.9% | +3.1% |
| 3Y | -4.7% | +41.1% | -45.7% | -10.9% |
| 5Y | +1.1% | -11.4% | +12.5% | -1.9% |
| 10Y | +83.8% | +85.0% | -1.1% | +55.6% |
| All | +3,280.3% | +533.8% | +2,746.5% | +1,565.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling