+80.3%
PEP vs FDS
+135.1%
-54.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.5% |
| 7D | +1.0% | -5.0% | +6.0% | +2.4% |
| 30D | +12.6% | +13.8% | -1.1% | +8.8% |
| 3M | +3.1% | +14.8% | -11.7% | -1.1% |
| 6M | -6.3% | +47.4% | -53.7% | -16.8% |
| YTD | +1.9% | +14.2% | -12.3% | -3.7% |
| 1Y | +3.3% | +26.6% | -23.4% | -6.1% |
| 3Y | -4.8% | -24.4% | +19.6% | +1.5% |
| 5Y | +2.0% | -22.6% | +24.7% | +5.8% |
| 10Y | +80.3% | +130.0% | -49.7% | +34.5% |
| All | +80.3% | +135.1% | -54.8% | +34.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling