+95.5%
PEP vs FE
+126.1%
-30.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.2% | +1.8% |
| 7D | +2.9% | +1.2% | +1.7% | +2.4% |
| 30D | +12.5% | +4.5% | +8.0% | +10.6% |
| 3M | +4.5% | +1.3% | +3.2% | +3.9% |
| 6M | -0.5% | +8.7% | -9.1% | -3.7% |
| YTD | +4.4% | +9.2% | -4.8% | +0.7% |
| 1Y | +4.4% | +7.0% | -2.6% | +1.4% |
| 3Y | -3.4% | +51.4% | -54.8% | -18.7% |
| 5Y | +5.2% | +47.7% | -42.5% | -11.6% |
| All | +95.5% | +126.1% | -30.6% | +45.9% |
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