+80.3%
PEP vs FFIV
+132.4%
-52.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | +0.1% |
| 7D | +1.0% | -2.1% | +3.1% | +1.3% |
| 30D | +12.6% | -33.8% | +46.4% | +17.9% |
| 3M | +3.1% | -20.6% | +23.8% | +5.2% |
| 6M | -6.3% | -10.2% | +4.0% | -6.4% |
| YTD | +1.9% | +24.5% | -22.6% | -3.8% |
| 1Y | +3.3% | +29.3% | -26.0% | -3.1% |
| 3Y | -4.8% | +103.8% | -108.6% | -20.4% |
| 5Y | +2.0% | +40.9% | -38.8% | -9.1% |
| 10Y | +80.3% | +126.6% | -46.3% | +34.1% |
| All | +80.3% | +132.4% | -52.1% | +34.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling