+79.1%
PEP vs FLR
+17.1%
+61.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -1.2% |
| 7D | -1.7% | -3.1% | +1.4% | -1.6% |
| 30D | +0.3% | +4.9% | -4.6% | +0.2% |
| 3M | -3.2% | +10.8% | -14.1% | -3.5% |
| 6M | -13.6% | +19.7% | -33.2% | -14.1% |
| YTD | -1.9% | +38.4% | -40.2% | -2.8% |
| 1Y | -0.6% | +34.7% | -35.3% | -1.6% |
| 3Y | -13.6% | +56.7% | -70.2% | -15.7% |
| 5Y | +3.2% | +241.6% | -238.4% | -2.7% |
| 10Y | +79.1% | +20.2% | +58.9% | +73.1% |
| All | +79.1% | +17.1% | +61.9% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling