+10.8%
PEP vs FIG
-77.1%
+87.9%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.8% | -0.6% | +2.3% |
| 7D | +2.9% | +3.4% | -0.5% | +2.9% |
| 30D | +12.5% | -9.5% | +22.0% | +12.4% |
| 3M | +4.5% | -26.2% | +30.7% | +4.1% |
| 6M | -0.5% | +2.7% | -3.2% | +0.1% |
| YTD | +4.4% | -48.0% | +52.4% | +2.9% |
| 1Y | +4.4% | -52.0% | +56.4% | +2.7% |
| All | +10.8% | -77.1% | +87.9% | +7.5% |
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