+200.9%
PEP vs FIVE
+868.1%
-667.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.1% | -5.8% | -1.1% |
| 7D | -1.4% | +4.3% | -5.7% | -1.8% |
| 30D | +0.2% | +12.5% | -12.3% | -0.9% |
| 3M | -1.1% | +31.2% | -32.4% | -3.8% |
| 6M | -13.5% | +14.4% | -27.8% | -15.0% |
| YTD | -1.2% | +33.9% | -35.1% | -4.4% |
| 1Y | -1.6% | +65.1% | -66.6% | -7.0% |
| 3Y | -12.5% | +49.0% | -61.5% | -18.4% |
| 5Y | +3.0% | +30.3% | -27.3% | -4.5% |
| 10Y | +73.9% | +481.1% | -407.2% | +33.9% |
| All | +200.9% | +868.1% | -667.2% | +126.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling