+4.8%
PEP vs FIX
+13.3%
-8.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.2% |
| 7D | +4.6% | -13.9% | +18.6% | +3.2% |
| 30D | +14.0% | -35.5% | +49.5% | +9.7% |
| 3M | +5.4% | -33.9% | +39.3% | +1.8% |
| 6M | -5.1% | -43.3% | +38.2% | -8.9% |
| YTD | +3.1% | +18.7% | -15.6% | +0.4% |
| 1Y | +4.8% | +13.8% | -9.0% | +2.1% |
| All | +4.8% | +13.3% | -8.5% | +2.1% |
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