-5.0%
PEP vs FBTC
+57.6%
-62.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.1% | +0.1% |
| 7D | +6.7% | -5.8% | +12.4% | +6.5% |
| 30D | +13.5% | -11.2% | +24.7% | +13.3% |
| 3M | +3.9% | +17.3% | -13.4% | +4.2% |
| 6M | -6.0% | -6.9% | +0.9% | -6.1% |
| YTD | +2.5% | -13.2% | +15.7% | +2.4% |
| 1Y | +3.9% | -26.9% | +30.8% | +3.8% |
| All | -5.0% | +57.6% | -62.6% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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