+3,309.4%
PEP vs FISV
+13,286.0%
-9,976.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | +1.1% | +3.0% | -1.9% | +0.6% |
| 30D | +13.6% | +38.8% | -25.1% | +7.2% |
| 3M | +5.1% | +21.2% | -16.1% | +1.3% |
| 6M | -1.6% | +17.5% | -19.1% | -5.0% |
| YTD | +3.3% | -4.9% | +8.2% | +2.9% |
| 1Y | +3.2% | -0.6% | +3.8% | +1.9% |
| 3Y | -3.9% | -47.4% | +43.5% | +1.6% |
| 5Y | +4.0% | -36.0% | +40.1% | +5.2% |
| 10Y | +90.1% | +27.1% | +63.0% | +70.6% |
| All | +3,309.4% | +13,286.0% | -9,976.6% | +1,403.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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