+3.5%
PEP vs FIG
-56.6%
+60.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.8% | +0.4% |
| 7D | +1.0% | -12.6% | +13.7% | +1.0% |
| 30D | +12.6% | -13.8% | +26.4% | +12.6% |
| 3M | +3.1% | -16.7% | +19.8% | +3.0% |
| 6M | -6.3% | -6.1% | -0.2% | -6.2% |
| YTD | +1.9% | -48.1% | +50.0% | -0.8% |
| All | +3.5% | -56.6% | +60.2% | +0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling