+90.1%
PEP vs FIX
+3,814.3%
-3,724.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.0% | -4.8% | -0.1% |
| 7D | +1.1% | +6.4% | -5.4% | +0.6% |
| 30D | +13.6% | -29.1% | +42.7% | +15.7% |
| 3M | +5.1% | -31.1% | +36.3% | +7.0% |
| 6M | -1.6% | -42.8% | +41.2% | +1.2% |
| YTD | +3.3% | +24.6% | -21.3% | -1.4% |
| 1Y | +3.2% | +21.9% | -18.7% | -1.5% |
| 3Y | -3.9% | +524.9% | -528.8% | -29.9% |
| 5Y | +4.0% | +1,092.2% | -1,088.2% | -34.4% |
| 10Y | +90.1% | +3,759.0% | -3,668.9% | -6.8% |
| All | +90.1% | +3,814.3% | -3,724.1% | -6.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling