+89.6%
PEP vs FE
+110.9%
-21.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +4.6% | -0.5% | +5.1% | +4.8% |
| 30D | +14.0% | +4.3% | +9.7% | +12.2% |
| 3M | +5.4% | +0.4% | +5.0% | +5.2% |
| 6M | -5.1% | +6.9% | -12.1% | -7.7% |
| YTD | +3.1% | +8.0% | -4.9% | -0.1% |
| 1Y | +4.8% | +4.8% | -0.1% | +2.6% |
| 3Y | -4.1% | +49.0% | -53.1% | -18.8% |
| 5Y | +3.0% | +46.2% | -43.3% | -13.1% |
| 10Y | +89.6% | +120.9% | -31.3% | +41.9% |
| All | +89.6% | +110.9% | -21.3% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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