+2.5%
PEP vs FIX
+17.6%
-15.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -1.5% |
| 7D | -0.3% | +17.0% | -17.3% | +1.4% |
| 30D | +11.8% | -30.6% | +42.3% | +8.3% |
| 3M | +3.7% | -35.0% | +38.7% | +0.1% |
| 6M | -4.3% | -44.0% | +39.6% | -7.8% |
| YTD | +2.1% | +21.1% | -19.0% | -0.8% |
| 1Y | +2.5% | +16.3% | -13.7% | -0.5% |
| All | +2.5% | +17.6% | -15.1% | -0.5% |
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