+75.0%
PEP vs FFIV
+216.0%
-141.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.6% |
| 7D | -1.4% | -1.0% | -0.4% | -1.3% |
| 30D | +0.2% | -5.1% | +5.3% | +0.8% |
| 3M | -1.1% | -4.5% | +3.3% | -0.8% |
| 6M | -13.5% | +36.5% | -50.0% | -17.9% |
| YTD | -1.2% | +53.0% | -54.2% | -8.2% |
| 1Y | -1.6% | +24.2% | -25.8% | -5.8% |
| 3Y | -12.5% | +137.2% | -149.7% | -27.1% |
| 5Y | +3.0% | +91.8% | -88.7% | -11.8% |
| All | +75.0% | +216.0% | -141.1% | +28.4% |
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