-0.6%
PEP vs FITB
+23.4%
-24.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | -1.7% | -0.4% | -1.3% | -1.7% |
| 30D | +0.3% | -5.1% | +5.5% | +0.7% |
| 3M | -3.2% | +3.5% | -6.8% | -3.4% |
| 6M | -13.6% | +17.2% | -30.8% | -14.0% |
| YTD | -1.9% | +17.6% | -19.5% | -1.9% |
| 1Y | -0.6% | +23.4% | -24.0% | -0.3% |
| All | -0.6% | +23.4% | -24.0% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling