+2.0%
PEP vs FLR
+116.5%
-114.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.3% | -7.9% | +0.6% |
| 7D | +1.0% | +8.5% | -7.5% | +1.2% |
| 30D | +12.6% | -0.7% | +13.3% | +12.7% |
| 3M | +3.1% | -11.7% | +14.8% | +3.0% |
| 6M | -6.3% | +16.2% | -22.5% | -6.0% |
| YTD | +1.9% | +27.0% | -25.1% | +2.3% |
| 1Y | +3.3% | +10.1% | -6.8% | +3.6% |
| 3Y | -4.8% | +46.2% | -51.0% | -6.2% |
| 5Y | +2.0% | +121.4% | -119.4% | -2.1% |
| All | +2.0% | +116.5% | -114.4% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling