-11.9%
PEP vs FIVE
+50.0%
-62.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.1% | -5.8% | -0.7% |
| 7D | -1.4% | +4.3% | -5.7% | -1.4% |
| 30D | +0.2% | +12.5% | -12.3% | +0.2% |
| 3M | -1.1% | +31.2% | -32.4% | -1.3% |
| 6M | -13.5% | +14.4% | -27.8% | -13.5% |
| YTD | -1.2% | +33.9% | -35.1% | -1.3% |
| 1Y | -1.6% | +65.1% | -66.6% | -1.8% |
| All | -11.9% | +50.0% | -62.0% | -10.6% |
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