+81.9%
PEP vs FIX
+3,416.6%
-3,334.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -11.6% | +11.8% | +0.9% |
| 7D | +6.7% | -27.2% | +33.9% | +8.4% |
| 30D | +13.5% | -46.9% | +60.4% | +17.6% |
| 3M | +3.9% | -44.4% | +48.3% | +7.2% |
| 6M | -6.0% | -50.9% | +44.9% | -2.7% |
| YTD | +2.5% | +3.5% | -1.1% | -1.1% |
| 1Y | +3.9% | -2.1% | +6.1% | +0.6% |
| 3Y | -4.7% | +418.7% | -423.4% | -29.4% |
| 5Y | +1.1% | +894.6% | -893.4% | -35.2% |
| All | +81.9% | +3,416.6% | -3,334.7% | -5.3% |
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