+9.7%
PEP vs FIG
-77.7%
+87.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | +0.3% |
| 7D | +1.1% | -14.3% | +15.3% | +0.9% |
| 30D | +13.6% | -13.6% | +27.2% | +13.5% |
| 3M | +5.1% | -23.7% | +28.8% | +4.7% |
| 6M | -1.6% | -5.4% | +3.8% | -1.3% |
| YTD | +3.3% | -49.2% | +52.6% | +1.8% |
| 1Y | +3.2% | -57.4% | +60.6% | +1.3% |
| All | +9.7% | -77.7% | +87.3% | +6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling