+697.1%
PEP vs FE
+561.4%
+135.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -1.4% | +1.9% | -3.3% | -2.0% |
| 30D | +0.2% | -1.2% | +1.4% | +0.6% |
| 3M | -1.1% | +3.5% | -4.6% | -2.2% |
| 6M | -13.5% | -6.1% | -7.4% | -11.9% |
| YTD | -1.2% | +7.6% | -8.8% | -3.6% |
| 1Y | -1.6% | +11.9% | -13.5% | -5.2% |
| 3Y | -12.5% | +48.4% | -61.0% | -23.3% |
| 5Y | +3.0% | +44.8% | -41.8% | -9.6% |
| 10Y | +73.9% | +115.9% | -42.0% | +32.3% |
| All | +697.1% | +561.4% | +135.6% | +238.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling