+4.4%
PEP vs FIX
+1,026.2%
-1,021.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.2% |
| 7D | +2.9% | +9.4% | -6.5% | +3.2% |
| 30D | +12.5% | -27.8% | +40.3% | +11.6% |
| 3M | +4.5% | -35.6% | +40.1% | +3.5% |
| 6M | -0.5% | -45.2% | +44.7% | -1.6% |
| YTD | +4.4% | +19.5% | -15.1% | +3.5% |
| 1Y | +4.4% | +24.2% | -19.9% | +3.5% |
| 3Y | -3.4% | +494.2% | -497.6% | -14.3% |
| All | +4.4% | +1,026.2% | -1,021.8% | -19.6% |
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