+819.1%
PEP vs FDS
+10,727.5%
-9,908.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +6.7% | +6.4% | +0.3% | +5.7% |
| 30D | +13.5% | +25.2% | -11.6% | +9.6% |
| 3M | +3.9% | +22.9% | -19.0% | +0.4% |
| 6M | -6.0% | +56.5% | -62.5% | -13.0% |
| YTD | +2.5% | +19.0% | -16.5% | -1.8% |
| 1Y | +3.9% | +32.7% | -28.8% | -2.2% |
| 3Y | -4.7% | -20.4% | +15.8% | -3.3% |
| 5Y | +1.1% | -19.6% | +20.7% | +1.7% |
| 10Y | +83.8% | +148.5% | -64.7% | +56.9% |
| All | +819.1% | +10,727.5% | -9,908.4% | +398.2% |
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 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