+3.7%
PEP vs FFIV
+33.5%
-29.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.2% | +3.7% |
| 7D | +7.4% | -9.8% | +17.2% | +6.3% |
| 30D | +13.3% | -28.1% | +41.4% | +10.1% |
| 3M | +3.5% | -20.0% | +23.5% | +2.1% |
| 6M | -5.9% | -0.1% | -5.8% | -5.2% |
| YTD | +2.3% | +29.2% | -26.9% | +6.3% |
| 1Y | +3.7% | +36.6% | -32.9% | +9.2% |
| All | +3.7% | +33.5% | -29.8% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling