+667.4%
PEP vs FFIV
+7,518.9%
-6,851.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.6% |
| 7D | -1.4% | -1.0% | -0.4% | -1.4% |
| 30D | +0.2% | -5.1% | +5.3% | +0.4% |
| 3M | -1.1% | -4.5% | +3.3% | -1.0% |
| 6M | -13.5% | +36.5% | -50.0% | -14.4% |
| YTD | -1.2% | +53.0% | -54.2% | -2.6% |
| 1Y | -1.6% | +24.2% | -25.8% | -2.4% |
| 3Y | -12.5% | +137.2% | -149.7% | -15.2% |
| 5Y | +3.0% | +91.8% | -88.7% | +0.3% |
| 10Y | +73.9% | +215.2% | -141.3% | +66.4% |
| All | +667.4% | +7,518.9% | -6,851.5% | +572.3% |
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