+2.1%
PEP vs FIVE
+17.0%
-14.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.3% | -1.1% |
| 7D | -0.3% | +2.4% | -2.8% | -0.4% |
| 30D | +11.8% | +15.8% | -4.1% | +11.0% |
| 3M | +3.7% | +3.8% | -0.1% | +3.4% |
| 6M | -4.3% | +18.5% | -22.9% | -5.2% |
| YTD | +2.1% | +31.2% | -29.1% | +0.6% |
| 1Y | +2.5% | +61.8% | -59.3% | 0.0% |
| 3Y | -5.0% | +39.9% | -44.9% | -6.0% |
| All | +2.1% | +17.0% | -14.8% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling