+91.3%
PEP vs FIVE
+505.3%
-414.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.3% | -1.0% |
| 7D | -0.3% | +2.4% | -2.8% | -0.6% |
| 30D | +11.8% | +15.8% | -4.1% | +10.0% |
| 3M | +3.7% | +3.8% | -0.1% | +3.1% |
| 6M | -4.3% | +18.5% | -22.9% | -6.4% |
| YTD | +2.1% | +31.2% | -29.1% | -1.5% |
| 1Y | +2.5% | +61.8% | -59.3% | -3.5% |
| 3Y | -5.0% | +39.9% | -44.9% | -11.1% |
| 5Y | +2.9% | +18.3% | -15.5% | -3.7% |
| All | +91.3% | +505.3% | -414.1% | +43.2% |
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