+3.7%
PEP vs FIX
+14.3%
-10.6%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -15.1% | +18.8% | +2.1% |
| 7D | +7.4% | -18.9% | +26.3% | +5.3% |
| 30D | +13.3% | -36.3% | +49.6% | +8.9% |
| 3M | +3.5% | -38.5% | +42.0% | -0.7% |
| 6M | -5.9% | -42.3% | +36.4% | -9.8% |
| YTD | +2.3% | +17.1% | -14.8% | -0.9% |
| 1Y | +3.7% | +14.4% | -10.7% | +0.6% |
| All | +3.7% | +14.3% | -10.6% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 1y: compounded portfolio wealth divided by compounded FIX 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…
1y analysis · Full analysis span regression · 6 months rolling