+5.5%
PEP vs FIG
-73.2%
+78.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.7% | +6.3% | +0.5% |
| 7D | +0.1% | -16.4% | +16.5% | -0.2% |
| 30D | +0.7% | -2.3% | +3.0% | +0.6% |
| 3M | -0.5% | +7.8% | -8.4% | -0.4% |
| 6M | -11.3% | -21.8% | +10.5% | -12.1% |
| YTD | -0.6% | -39.1% | +38.5% | -1.9% |
| 1Y | +1.7% | -56.6% | +58.3% | -1.2% |
| All | +5.5% | -73.2% | +78.7% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 10y: compounded portfolio wealth divided by compounded FIG 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…
10y analysis · Full analysis span regression · 6 months rolling