+80.3%
PEP vs FITB
+247.7%
-167.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.1% | 0.0% |
| 7D | +1.0% | -1.1% | +2.1% | +1.2% |
| 30D | +12.6% | +7.3% | +5.3% | +11.4% |
| 3M | +3.1% | -4.0% | +7.1% | +3.7% |
| 6M | -6.3% | +11.9% | -18.2% | -8.1% |
| YTD | +1.9% | +19.0% | -17.1% | -1.2% |
| 1Y | +3.3% | +31.0% | -27.8% | -1.4% |
| 3Y | -4.8% | +143.8% | -148.6% | -19.1% |
| 5Y | +2.0% | +48.9% | -46.8% | -7.2% |
| 10Y | +80.3% | +236.6% | -156.3% | +40.9% |
| All | +80.3% | +247.7% | -167.3% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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