+79.6%
PEP vs FE
+107.2%
-27.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.8% |
| 7D | +2.9% | 0.0% | +2.9% | +2.9% |
| 30D | +14.2% | +5.2% | +9.0% | +12.0% |
| 3M | +3.2% | 0.0% | +3.2% | +3.1% |
| 6M | -7.4% | +5.0% | -12.5% | -9.3% |
| YTD | +1.5% | +7.9% | -6.4% | -1.7% |
| 1Y | +3.9% | +6.3% | -2.5% | +1.1% |
| 3Y | -5.5% | +46.0% | -51.5% | -19.4% |
| 5Y | +0.1% | +45.6% | -45.5% | -15.4% |
| All | +79.6% | +107.2% | -27.5% | +36.0% |
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