-11.9%
PEP vs FIX
+782.4%
-794.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.5% |
| 7D | -1.4% | +6.0% | -7.4% | -1.0% |
| 30D | +0.2% | -7.2% | +7.5% | -0.2% |
| 3M | -1.1% | -15.9% | +14.7% | -1.8% |
| 6M | -13.5% | +12.7% | -26.2% | -12.6% |
| YTD | -1.2% | +72.8% | -74.0% | +2.5% |
| 1Y | -1.6% | +122.9% | -124.4% | +4.0% |
| All | -11.9% | +782.4% | -794.4% | -0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling