+695.8%
PEP vs FFIV
+5,982.7%
-5,287.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.7% | +0.4% |
| 7D | +6.7% | -14.2% | +20.9% | +7.1% |
| 30D | +13.5% | -33.6% | +47.2% | +14.7% |
| 3M | +3.9% | -24.2% | +28.1% | +4.6% |
| 6M | -6.0% | -8.3% | +2.3% | -6.0% |
| YTD | +2.5% | +22.1% | -19.7% | +1.5% |
| 1Y | +3.9% | +26.5% | -22.5% | +2.8% |
| 3Y | -4.7% | +102.3% | -107.0% | -7.3% |
| 5Y | +1.1% | +40.6% | -39.5% | -0.9% |
| 10Y | +83.8% | +129.7% | -45.8% | +77.2% |
| All | +695.8% | +5,982.7% | -5,287.0% | +600.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling