-4.6%
PEP vs FGI
+2.3%
-6.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +6.7% | -11.6% | +18.3% | +6.6% |
| 30D | +13.5% | -3.3% | +16.8% | +13.5% |
| 3M | +3.9% | +65.6% | -61.6% | +4.3% |
| 6M | -6.0% | -2.8% | -3.2% | -5.9% |
| YTD | +2.5% | +30.1% | -27.7% | +3.2% |
| 1Y | +3.9% | +50.2% | -46.2% | +4.9% |
| All | -4.6% | +2.3% | -6.9% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 3y: compounded portfolio wealth divided by compounded FGI 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…
3y analysis · Full analysis span regression · 6 months rolling