+2.5%
PEP vs FIG
-57.2%
+59.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -0.3% | +2.6% | -2.9% | -0.3% |
| 30D | +11.8% | -13.1% | +24.8% | +11.7% |
| 3M | +3.7% | -20.3% | +24.0% | +3.5% |
| 6M | -4.3% | -2.1% | -2.2% | -3.9% |
| YTD | +2.1% | -49.4% | +51.5% | -0.7% |
| 1Y | +2.5% | -57.0% | +59.5% | -0.2% |
| All | +2.5% | -57.2% | +59.8% | -0.2% |
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