+1.7%
PEP vs FDS
-20.8%
+22.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | +0.9% |
| 7D | +0.1% | -5.4% | +5.5% | +0.5% |
| 30D | +0.7% | +1.6% | -0.9% | +0.5% |
| 3M | -0.5% | +17.7% | -18.3% | -1.7% |
| 6M | -11.3% | +29.1% | -40.4% | -12.3% |
| YTD | -0.6% | +1.0% | -1.6% | -1.1% |
| 1Y | +1.7% | -21.6% | +23.3% | +3.2% |
| All | +1.7% | -20.8% | +22.5% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded FDS 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling