+76.6%
PEP vs FITB
+285.0%
-208.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | +0.1% | +2.8% | -2.7% | -0.3% |
| 30D | +0.7% | -4.5% | +5.2% | +1.3% |
| 3M | -0.5% | +5.7% | -6.2% | -1.5% |
| 6M | -11.3% | +17.1% | -28.4% | -13.6% |
| YTD | -0.6% | +18.3% | -18.9% | -3.5% |
| 1Y | +1.7% | +23.9% | -22.2% | -2.2% |
| 3Y | -12.5% | +131.1% | -143.6% | -24.9% |
| 5Y | +3.9% | +71.1% | -67.2% | -7.9% |
| 10Y | +76.6% | +283.9% | -207.3% | +30.7% |
| All | +76.6% | +285.0% | -208.4% | +30.7% |
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