+1.7%
PEP vs FFIV
+23.1%
-21.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +0.1% | -1.5% | +1.6% | -0.1% |
| 30D | +0.7% | -2.7% | +3.3% | +0.4% |
| 3M | -0.5% | -1.7% | +1.1% | -0.7% |
| 6M | -11.3% | +36.1% | -47.4% | -9.9% |
| YTD | -0.6% | +52.6% | -53.2% | +1.7% |
| 1Y | +1.7% | +21.5% | -19.9% | +1.6% |
| All | +1.7% | +23.1% | -21.4% | +1.6% |
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