+786.4%
PEP vs FDS
+9,502.8%
-8,716.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.9% | -0.1% |
| 7D | -1.4% | -1.9% | +0.5% | -1.1% |
| 30D | +0.2% | +9.0% | -8.8% | -1.2% |
| 3M | -1.1% | +18.9% | -20.0% | -4.0% |
| 6M | -13.5% | +35.1% | -48.6% | -18.1% |
| YTD | -1.2% | +5.5% | -6.7% | -3.3% |
| 1Y | -1.6% | -16.8% | +15.3% | -0.3% |
| 3Y | -12.5% | -28.1% | +15.5% | -9.7% |
| 5Y | +3.0% | -17.4% | +20.5% | +3.5% |
| 10Y | +73.9% | +85.4% | -11.5% | +54.7% |
| All | +786.4% | +9,502.8% | -8,716.4% | +390.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling