+3.9%
PEP vs FFIV
+26.7%
-22.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | +2.9% | -8.1% | +11.0% | +2.0% |
| 30D | +14.2% | -33.4% | +47.6% | +10.1% |
| 3M | +3.2% | -24.7% | +27.9% | +1.2% |
| 6M | -7.4% | -8.8% | +1.4% | -7.6% |
| YTD | +1.5% | +21.8% | -20.3% | +4.8% |
| 1Y | +3.9% | +25.3% | -21.4% | +8.1% |
| All | +3.9% | +26.7% | -22.8% | +8.1% |
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 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