-4.6%
PEP vs FIVE
+35.4%
-40.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | +0.3% |
| 7D | +6.7% | -1.7% | +8.4% | +6.7% |
| 30D | +13.5% | +14.9% | -1.4% | +13.3% |
| 3M | +3.9% | +7.6% | -3.7% | +3.9% |
| 6M | -6.0% | +6.4% | -12.4% | -6.1% |
| YTD | +2.5% | +28.1% | -25.6% | +2.4% |
| 1Y | +3.9% | +54.7% | -50.8% | +3.8% |
| All | -4.6% | +35.4% | -40.0% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling