+3,159.9%
PEP vs F
+639.5%
+2,520.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.1% | -0.8% |
| 7D | -1.4% | +5.3% | -6.7% | -2.0% |
| 30D | +0.2% | +4.6% | -4.4% | -0.4% |
| 3M | -1.1% | -3.7% | +2.5% | -0.8% |
| 6M | -13.5% | +16.8% | -30.3% | -15.6% |
| YTD | -1.2% | +15.3% | -16.5% | -3.6% |
| 1Y | -1.6% | +31.0% | -32.6% | -5.7% |
| 3Y | -12.5% | +45.4% | -58.0% | -18.6% |
| 5Y | +3.0% | +54.7% | -51.6% | -7.1% |
| 10Y | +73.9% | +98.2% | -24.3% | +46.0% |
| All | +3,159.9% | +639.5% | +2,520.4% | +1,476.8% |
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