+90.1%
PEP vs FIVE
+535.9%
-445.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | +1.1% | -0.5% | +1.6% | +1.1% |
| 30D | +13.6% | +17.4% | -3.8% | +11.6% |
| 3M | +5.1% | +7.0% | -1.9% | +4.2% |
| 6M | -1.6% | +20.5% | -22.1% | -4.0% |
| YTD | +3.3% | +33.1% | -29.8% | -0.5% |
| 1Y | +3.2% | +67.1% | -63.8% | -3.2% |
| 3Y | -3.9% | +41.9% | -45.8% | -10.2% |
| 5Y | +4.0% | +21.1% | -17.0% | -2.9% |
| 10Y | +90.1% | +518.8% | -428.7% | +42.4% |
| All | +90.1% | +535.9% | -445.8% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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