+2.0%
PEP vs FIX
+1,049.0%
-1,047.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +9.4% | -9.0% | +0.7% |
| 7D | +1.0% | -7.2% | +8.3% | +0.9% |
| 30D | +12.6% | -35.1% | +47.7% | +11.4% |
| 3M | +3.1% | -34.3% | +37.4% | +2.1% |
| 6M | -6.3% | -42.9% | +36.6% | -7.3% |
| YTD | +1.9% | +19.5% | -17.6% | +1.0% |
| 1Y | +3.3% | +16.8% | -13.5% | +2.4% |
| 3Y | -4.8% | +506.7% | -511.5% | -15.8% |
| 5Y | +2.0% | +1,046.7% | -1,044.7% | -22.1% |
| All | +2.0% | +1,049.0% | -1,047.0% | -22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling