+80.3%
PEP vs FIVE
+596.6%
-516.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.6% | -5.2% | -0.2% |
| 7D | +1.0% | +6.2% | -5.1% | +0.4% |
| 30D | +12.6% | +18.2% | -5.5% | +10.6% |
| 3M | +3.1% | +3.8% | -0.7% | +2.6% |
| 6M | -6.3% | +13.7% | -20.0% | -7.9% |
| YTD | +1.9% | +34.7% | -32.9% | -2.0% |
| 1Y | +3.3% | +66.6% | -63.4% | -3.0% |
| 3Y | -4.8% | +44.3% | -49.1% | -11.2% |
| 5Y | +2.0% | +18.8% | -16.7% | -4.3% |
| 10Y | +80.3% | +569.2% | -488.9% | +36.7% |
| All | +80.3% | +596.6% | -516.2% | +36.7% |
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